Efficiency of the Ibex spot-futures basis: The impact of the mini-futures

dc.contributor.author	McMillan, David G.
dc.contributor.author	Quiroga García, Raquel
dc.date.accessioned	2013-01-30T09:56:02Z
dc.date.available	2013-01-30T09:56:02Z
dc.date.issued	2008
dc.identifier.citation	Journal of Futures Markets, 28(4), p. 398-415 (2008); doi:10.1002/fut.20308	spa
dc.identifier.issn	0270-7314
dc.identifier.issn	1096-9934
dc.identifier.uri	http://hdl.handle.net/10651/5885
dc.format.extent	p. 398-415	spa
dc.language.iso	eng
dc.relation.ispartof	Journal of Futures Markets	spa
dc.rights	(c) Wiley Periodicals, Inc.
dc.source	WOK	spa
dc.title	Efficiency of the Ibex spot-futures basis: The impact of the mini-futures	spa
dc.type	journal article
dc.identifier.local	1157	spa
dc.identifier.doi	10.1002/fut.20308
dc.relation.publisherversion	http://dx.doi.org/10.1002/fut.20308	spa

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