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~isPartOf:"The journal of futures markets"
~person:"Fernández, Viviana"
~subject:"Capital market returns"
~subject:"Index futures"
~subject:"Risiko"
~type_genre:"Article in journal"
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Spot and futures markets linkages : does contango differ from backwardation?
Fernández, Viviana
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 375-396
Persistent link: https://www.econbiz.de/10011568428
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