Premium
Commitment of traders, basis behavior, and the issue of risk premia in futures markets
Author(s) -
Chatrath Arjun,
Liang Youguo,
Song Frank
Publication year - 1997
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199709)17:6<707::aid-fut5>3.0.co;2-i
Subject(s) - futures contract , economics , financial economics , risk premium , futures market , forward market