Pricing term structure risk in futures markets

Research output: Contribution to journalArticleScientific

Original languageEnglish
Pages (from-to)103-126
Number of pages24
JournalCBOT Research Symposium Proceedings (formerly: Review of Futures Markets)
Issue numberwinter
Publication statusPublished - 1996

Cite this

@article{38c23b964ff440beb22c30af1e00fe07,
title = "Pricing term structure risk in futures markets",
author = "T.E. Nijman and {de Roon}, F.A. and C.H. Veld",
note = "Pagination: 24",
year = "1996",
language = "English",
pages = "103--126",
journal = "CBOT Research Symposium Proceedings (formerly: Review of Futures Markets)",
number = "winter",

}

Pricing term structure risk in futures markets. / Nijman, T.E.; de Roon, F.A.; Veld, C.H.

In: CBOT Research Symposium Proceedings (formerly: Review of Futures Markets), No. winter, 1996, p. 103-126.

Research output: Contribution to journalArticleScientific

TY - JOUR

T1 - Pricing term structure risk in futures markets

AU - Nijman, T.E.

AU - de Roon, F.A.

AU - Veld, C.H.

N1 - Pagination: 24

PY - 1996

Y1 - 1996

M3 - Article

SP - 103

EP - 126

JO - CBOT Research Symposium Proceedings (formerly: Review of Futures Markets)

JF - CBOT Research Symposium Proceedings (formerly: Review of Futures Markets)

IS - winter

ER -