Analyzing specification errors in models for futures risk premia with hedging pressure

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Original languageEnglish
Place of PublicationTilburg
PublisherFinance
Number of pages35
Volume1997-102
Publication statusPublished - 1997

Publication series

NameCentER Discussion Paper
Volume1997-102

Keywords

  • capital asset pricing
  • risk premium
  • hedging
  • futures markets

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