Pricing Term Structure Risk in Futures Markets

T.E. Nijman, F.A. de Roon and Chris Veld
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T.E. Nijman: Tilburg University, School of Economics and Management
F.A. de Roon: Tilburg University, School of Economics and Management

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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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