An Anatomy of Futures Returns: Risk Premiums and Trading Strategies
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More about this item
KeywordsPredictability; futures term structure; hedging pressure;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-08-16 (All new papers)
- NEP-FIN-2004-08-16 (Finance)
- NEP-RMG-2004-08-16 (Risk Management)
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