Pricing Term Structure Risk in Futures Markets

FA de Roon, ThE Nijman, CH Veld

Research output: Contribution to journal › Article › Academic › peer-review

11 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	139-157
Number of pages	19
Journal	Journal of Financial and Quantitative Analysis
Volume	33
Issue number	1
Publication status	Published - 1998

Research programs

@article{b3edd8e5b26c41af9cafd08cfc1ebc3b,

title = "Pricing Term Structure Risk in Futures Markets",

author = "{de Roon}, FA and ThE Nijman and CH Veld",

year = "1998",

language = "Undefined/Unknown",

volume = "33",

pages = "139--157",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

number = "1",

}