Pricing Term Structure Risk in Futures Markets

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

No 1996-78, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: futures markets; financial risk (search for similar items in EconPapers)
Date: 1996
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Related works:
Journal Article: Pricing Term Structure Risk in Futures Markets (1998)
Working Paper: Pricing Term Structure Risk in Futures Markets (1996)
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