The impact of volatility on the levels of basis, open interest and volume in the FTSE 100 index futures market
By: by Paul R. Giblin.
Publisher: Universitry College Dublin
Published: 1995
Place of publication: Dublin
Language: eng
Number of pages: 101
Subjects: Futures.; Stocks.; Basis (Futures trading)
Notes: Thesis (M.B.A.) - University College Dublin, 1995.