Analyzing specification errors in models for futures risk premia with hedging pressure
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1997-102.
Date of creation: 1997
Date of revision:
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Web page: http://center.uvt.nl
capital asset pricing; risk premium; hedging; futures markets;
Find related papers by JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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