Stanescu, Silvia; Tunaru, Radu; Candradewi, Made Reina - In: International Review of Financial Analysis 34 (2014) C, pp. 177-188
In this paper the differences between forward and futures prices for the UK commercial property market are analyzed, using both time series and panel data. A first battery of tests establishes that the observed differences are statistically significant over the study period. Further analysis...