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Pricing term structure risk in futures markets

Nijman,T.E.
; 
de Roon,F.A.
; 
Veld,C.H.
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DP 97102 Pagination: 18
Date
1998
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Tilburg University Research Output Collection
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Nijman, T E, de Roon, F A & Veld, C H 1998, 'Pricing term structure risk in futures markets', Journal of Financial and Quantitative Analysis, vol. 33, no. 1, pp. 139-157.
URI
https://hdl.handle.net/20.500.14602/42679
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