Systematic risk, hedging pressure, and risk premiums in futures markets
Year of publication: |
1992
|
---|---|
Authors: | Bessembinder, Hendrik |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 5.1992, 4, p. 637-667
|
Subject: | Derivat | Derivative | Warenbörse | Commodity exchange | Risikoprämie | Risk premium | Hedging | USA | United States | 1967-1989 |
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