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Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts

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Author Info
Garbade, Kenneth D
Silber, William L

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Abstract

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File URL: http://links.jstor.org/sici?sici=0021-9398%28198307%2956%3A3%3C249%3AFCOCWM%3E2.0.CO%3B2-7&origin=repec
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Publisher Info
Article provided by University of Chicago Press in its journal Journal of Business.

Volume (Year): 56 (1983)
Issue (Month): 3 (July)
Pages: 249-72
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Handle: RePEc:ucp:jnlbus:v:56:y:1983:i:3:p:249-72

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Postal: The University of Chicago Press, Journals Division, P.O. Box 37005 Chicago, IL 60637
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  1. Alex Kane & Alan J. Marcus, 1986. "Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market," NBER Working Papers 1614, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Paul Bennett & Kenneth Barbade & John Kambhu, 2000. "Enhancing the liquidity of U.S. Treasury securities in an era of surpluses," Economic Policy Review, Federal Reserve Bank of New York, issue Apr, pages 89-119. [Downloadable!]
  3. Paul Bennett & Kenneth Garbade & John Kambhu, 1999. "Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-083, New York University, Leonard N. Stern School of Business-. [Downloadable!]
  4. Axel F. A. Adam-Müller & Kit Pong Wong, 2002. "The impact of delivery risk on optimal production and futures hedging," CoFE Discussion Paper 02-08, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
Statistics
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This page was last updated on 2009-12-2.


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