An empirical note on demand for speculation and futures risk premium : a Kalman filter application
Year of publication: |
1997
|
---|---|
Authors: | Kocagil, Ahmet Enis |
Other Persons: | Topyan, Kudret (contributor) |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 6.1997, 1, p. 77-93
|
Subject: | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Risikoprämie | Risk premium | Spekulation | Speculation | Kupfer | Copper | Gold | Silber | Silver | USA | United States | 1990-1994 |
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