Time-varying risk premium : further evidence in agricultural futures markets
J. Frank and P. Garcia
Year of publication: |
2009
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Authors: | Frank, J. ; Garcia, P. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 41.2009, 4/6, p. 715-725
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Subject: | Rohstoffderivat | Commodity derivative | Agrarprodukt | Agricultural product | Risikoprämie | Risk premium |
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