Does futures exhibit maturity effect? New evidence from an extensive set of US and foreign futures contracts
Year of publication: |
2006
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Authors: | Daal, Elton ; Farhat, Joseph ; Wei, Peihwang |
Published in: |
Review of financial economics : RFE. - Medford, MA : Wiley, ISSN 1058-3300, ZDB-ID 1116477-3. - Vol. 15.2006, 2, p. 113-128
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Subject: | Fälligkeit | Maturity | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | USA | United States | Industrieländer | Industrialized countries |
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