An empirical analysis of risk premia in futures markets

Research output: Contribution to journalArticlepeer-review

20 Scopus citations
Original languageEnglish (US)
Pages (from-to)611-630
Number of pages20
JournalJournal of Futures Markets
Issue number6
StatePublished - Sep 1993

ASJC Scopus subject areas

  • Economics and Econometrics
  • Accounting
  • General Business, Management and Accounting
  • Finance

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