A rational expectations model of time varying risk premia in commodities futures markets : theory and evidence
Year of publication: |
1993
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Authors: | Beck, Stacie |
Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 34.1993, 1, p. 149-168
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Subject: | Warenbörse | Commodity exchange | Risikoprämie | Risk premium | Rationale Erwartung | Rational expectations | Theorie | Theory | USA | United States | 1966-1987 |
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