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An anatomy of commodity futures risk premia
Szymanowska, Marta; Roon, Frans de; Nijman, Theodore E.; … - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 453-484
Persistent link: https://www.econbiz.de/10010372410
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Hedging pressure effects in futures markets
Roon, Frans de; Nijman, Theodore E.; Veld, Chris H. - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1437-1456
Persistent link: https://www.econbiz.de/10001497632
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Testing for mean-variance spanning with short sales constraints and transaction costs : the case of emerging markets
Roon, Frans de; Nijman, Theodore E.; Werker, Bas J. M. - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 721-742
Persistent link: https://www.econbiz.de/10001604133
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SHORTER PAPERS - Testing for Mean-Variance Spanning with Short Sales Constraints and Transaction Costs: The Case of Emerging Markets
Roon, Frans A.De; Nijman, Theo E.; Werker, Bas J.M. - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 721-742
Persistent link: https://www.econbiz.de/10006565413
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SHORTER PAPERS - Hedging Pressure Effects in Futures Markets
Roon, Frans A.De; Nijman, Theo E.; Veld, Chris - In: The journal of finance : the journal of the American … 55 (2000) 3, pp. 1437-1456
Persistent link: https://www.econbiz.de/10006569681