Do newly listed derivatives affect the market risk premium in a thin stock market?
Year of publication: |
2000
|
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Authors: | Clerc, Nicolas ; Gibson, Rajna |
Published in: |
European finance review : the official journal of the European Finance Association. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISSN 1382-6662, ZDB-ID 1338491-0. - Vol. 4.2000, 2, p. 97-127
|
Subject: | Index-Futures | Index futures | Risikoprämie | Risk premium | Volatilität | Volatility | Theorie | Theory |
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