Analyzing specification errors in models for futures risk premia with hedging pressure

F.A. de Roon, Theo Nijman and Chris Veld
Additional contact information
F.A. de Roon: Tilburg University, Center For Economic Research

No 1997-102, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: capital asset pricing; risk premium; hedging; futures markets (search for similar items in EconPapers)
Date: 1997
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://repository.tilburguniversity.edu/bitstream ... 51cdfef8f63/download (application/pdf)

Related works:
Working Paper: Analyzing specification errors in models for futures risk premia with hedging pressure (1997)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tiu:tiucen:2c531bb0-c2ca-457b-aa10-d2f353053afb

Access Statistics for this paper

More papers in Discussion Paper from Tilburg University, Center for Economic Research
Bibliographic data for series maintained by Richard Broekman ().