TIME-VARYING RISK PREMIA AND FORECASTABLE RETURNS IN FUTURES MARKETS

Authors
HENDRIK BESSEMBINDER K CHAN
Citation
HENDRIK BESSEMBINDER et K CHAN, TIME-VARYING RISK PREMIA AND FORECASTABLE RETURNS IN FUTURES MARKETS, Journal of financial economics, 32(02), 1992, pp. 169
Journal title
Journal of financial economics → ACNP
ISSN journal
0304405X
Volume
32
Issue
02
Year of publication
1992
Database
ICR
SICI code
0304-405X(1992)32:02<169:TRPAFR>2.0.ZU;2-G