Browsing 03 Faculty of Business and Economics by Author "Öncü, Erdem"

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An empirical analysis of the cost - of - carry model and Istanbul stock exchange futures contract

Öncü, Erdem (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 ...