cheng1、Macroeconomic Influences and the Variability of the Commodity Futures Basis.
W Bailey, KC Chang - Journal of Finance, 1993
2、Time-Varying Risk Premia in the Foreign Currency Futures Basis Peer-Reviewed
John Barkoulas;Christopher F. Baum
3.Using Basis and Futures Prices as a Barometer in Deciding Whether to Store Grain or Not Peer-Reviewed
Siaplay, Mounir;Anderson, Kim B.;Brorsen, B. Wade
4.Stock effects and seasonality in the FCOJ futures basis
WM Malick, RW Ward - Journal of Futures Markets, 1987 - interscience.wiley.com
5.Historical Cattle Prices, Long-Term Trends, Seasonal Patterns, and Futures Basis at Sioux Falls, …
DM Feuz, Economics Dept - 1995 - Economics Dept., South Dakota State University
thanks
[此贴子已经被作者于2009-6-4 16:10:26编辑过]