969 resultados para c-index


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"8181/CISA"--Appendix C, cover.

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Mode of access: Internet.

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Included in v. 2: Findings of the court, and opinion of Admiral Dewey; Rear-Admiral Schley's "Petition for relief from the findings and report of a court of inquiry, and accompanying papers"; The President's memorandum upon the appeal of Admiral Schley; Appendix, containing logs of the battle-ships, signals, etc.; Index prepared in the Office of the Superintendent of Documents.

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Description based on: 22, pt. 1, published in Dec. 1978.

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Previous ed. entered under: United States. Bureau of the Census.

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Shipping list no.: 96-0088-P.

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"June 1981"--cover

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"9/10/85."

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"Papers given at a program held in National Library of Medicine on May 24-25, 1979"--p. iv.

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This paper investigates the hypotheses that the recently established Mexican stock index futures market effectively serves the price discovery function, and that the introduction of futures trading has provoked volatility in the underlying spot market. We test both hypotheses simultaneously with daily data from Mexico in the context of a modified EGARCH model that also incorporates possible cointegration between the futures and spot markets. The evidence supports both hypotheses, suggesting that the futures market in Mexico is a useful price discovery vehicle, although futures trading has also been a source of instability for the spot market. Several managerial implications are derived and discussed. (C) 2004 Elsevier B.V. All rights reserved.