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

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Name	CentER Discussion Paper
Volume	1997-102

Keywords

@techreport{2c531bb0c2ca457baa10d2f353053afb,

title = "Analyzing specification errors in models for futures risk premia with hedging pressure",

keywords = "capital asset pricing, risk premium, hedging, futures markets",

author = "\{de Roon\}, F.A. and T.E. Nijman and C.H. Veld",

note = "Pagination: 35",

year = "1997",

language = "English",

volume = "1997-102",

series = "CentER Discussion Paper",

publisher = "Finance",

type = "WorkingPaper",

institution = "Finance",

}

TY - UNPB

T1 - Analyzing specification errors in models for futures risk premia with hedging pressure

AU - de Roon, F.A.

AU - Nijman, T.E.

AU - Veld, C.H.

N1 - Pagination: 35

PY - 1997

Y1 - 1997

KW - capital asset pricing

KW - risk premium

KW - hedging

KW - futures markets

M3 - Discussion paper

VL - 1997-102

T3 - CentER Discussion Paper

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

PB - Finance

CY - Tilburg

ER -