Maturity effects in futures contracts on the SAFEX market
Year of publication: |
December 2016
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Authors: | Motengwe, Chris ; Alagidede, Paul |
Published in: |
Agrekon : agricultural economics research, policy and practice in southern Africa. - Johannesburg : Routledge, Taylor & Francis Group, ISSN 0303-1853, ZDB-ID 862341-7. - Vol. 55.2016, 4, p. 331-355
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Subject: | futures market | volatility | contract maturity | Samuelson hypothesis | Theorie | Theory | Volatilität | Volatility | Derivat | Derivative | Rohstoffderivat | Commodity derivative | Fälligkeit | Maturity |
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