Samuelson hypothesis and carry arbitrage: U.S. and China

B-Tier
Journal: Journal of International Money and Finance
Year: 2022
Volume: 128
Issue: C

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

A comparative study between the U. S. and Chinese futures markets focusing on the Samuelson hypothesis of the maturity effect was conducted. We examine 15 matched pairs of futures markets between October 31, 2015 and October 31, 2021 and provide empirical evidence of carry arbitrage in only a few U. S. futures markets but no Chinese futures markets. We posit that structural factors drive the empirical differences identified here. The results improve our understanding of futures price volatility differences between markets and provide evidence of the role financing plays in existing and emerging futures markets.

Technical Details

RePEc Handle
repec:eee:jimfin:v:128:y:2022:i:c:s0261560622001012
Journal Field
International
Author Count
2
Added to Database
2026-01-24