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Browsing by Subject "ISE-30 Futures, Cost - of - carry Model, Ise National - 30 Index"
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(Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2013-06)ABSTRACT: The aim is to examine the cost-of-carry model in pricing a futures contract. The research is conducted on „„ISE-30 futures‟‟. Unit Root (ADF, PP and KPSS), Johansen Cointegration, Vector Error Correction Model ...
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