Pricing term structure risk in futures markets

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)139-157
Number of pages19
JournalJournal of Financial and Quantitative Analysis
Volume33
Issue number1
Publication statusPublished - 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",

}

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

In: Journal of Financial and Quantitative Analysis, Vol. 33, No. 1, 1998, p. 139-157.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Pricing term structure risk in futures markets

AU - Nijman, T.E.

AU - de Roon, F.A.

AU - Veld, C.H.

N1 - DP 97102 Pagination: 18

PY - 1998

Y1 - 1998

M3 - Article

VL - 33

SP - 139

EP - 157

JO - Journal of Financial and Quantitative Analysis

JF - Journal of Financial and Quantitative Analysis

SN - 0022-1090

IS - 1

ER -