Pricing Term Structure Risk in Futures Markets

FA de Roon, ThE Nijman, CH Veld

Research output: Contribution to journalArticleAcademicpeer-review

10 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)139-157
Number of pages19
JournalJournal of Financial and Quantitative Analysis
Volume33
Issue number1
Publication statusPublished - 1998

Research programs

  • RSM F&A

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