Pricing term structure risk in futures markets

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	139-157
Number of pages	19
Journal	Journal of Financial and Quantitative Analysis
Volume	33
Issue number	1
Publication status	Published - 1998

Cite this

@article{fc93f9ea6f964cf99b5cd2b8bf5cf2e8,

title = "Pricing term structure risk in futures markets",

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

note = "DP 97102 Pagination: 18",

year = "1998",

language = "English",

volume = "33",

pages = "139--157",

journal = "Journal of Financial and Quantitative Analysis",

issn = "0022-1090",

publisher = "Cambridge University Press",

number = "1",

}