1[5]Robert F.Engle; C.W.J.Granger(1987).Co-Integration and Error Correction:Representation,Estimation,and Testing.Econometrica,55:250-276.
2Figlewski S. , 1984. Hedging Performance and Basic Risk in Stock Index Futures, The Journal of Fi- nance Vol. 39, No. 3 : 657-670.
3Y. Peter Chung, 1991. A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability, The Journal of Finance Vol. 46,No. 5:1791-1809.
4Bialkowski J. , Jakubowski J. , 2008. Stock Index Future Arbitrage in Emerging Markets : Polish Evi- dence, Intemation Review of Financial Analysis, Vol. 17, No. 2 : 363-381.
5Comell, B. , K. R. French, 1983. The Pricing of Stock Index Futures, The Journal of Futures Mar- kets, Vol. 3, No. 1 : 1-14.
6Arak,M.,Fischer,P.,Goodman,L.,and Daryanani,R.(1987).The municipal treasury futures spread.Journal of Futures Markets,7 (4),355-371.
7Barrett,W.B.,& Kolb,R.W.(1995).Analysis of spreads in agricultural futures.The Journal of Futures Markets,15,69-86.
8Billingsley,R.S.and Chance,D.M.(1988),The pricing and performance of stock index futures spreads.Journal of Futures Markets,8,303-318.
9Booth,G.G.,Brockman,P.,and Tse,Y.(1998).The relationship between US and Canadian wheat futures.Applied Financial Economics,8(1),73-80.
10Easterwood,J.C.,Senchack,A.J.Jr.(1986).Arbitrage opportunities with T-bill/T-bond futures combination.The Journal of Futures Markets,6,433-442.
