The Lead-lag relationship between spot and futures markets : evidence from the DAX and EUREX markets

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dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorSomer, Kimmo
dc.contributor.departmentKansantaloustieteen laitosfi
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2020-11-17T13:41:15Z
dc.date.available2020-11-17T13:41:15Z
dc.date.issued2003 
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/56522
dc.identifier.urnURN:NBN:fi:aalto-2020111715375
dc.language.isoenen
dc.programme.majorKansantaloustiedefi
dc.rights.accesslevelclosedAccess
dc.subject.keywordRahoitusmarkkinatfi
dc.subject.keywordOsakemarkkinatfi
dc.subject.keywordArvopaperimarkkinatfi
dc.titleThe Lead-lag relationship between spot and futures markets : evidence from the DAX and EUREX marketsen
dc.type.okmG2 Pro gradu, diplomityö 
dc.type.ontasotMaster's thesisen
dc.type.ontasotPro gradu -tutkielmafi
dc.type.publicationmasterThesis 
local.aalto.digiauthask
local.aalto.digifolderAalto_48032
local.aalto.idthes9020
local.aalto.openaccessno
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