Basis speculation in commodity futures: The maturity effect-Reference-Cited by-同舟云学术

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Basis speculation in commodity futures: The maturity effect

Published:1982 Issue:2 Volume:2 Page:195-206
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Castelino Mark G.,Francis Jack Clark

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference9 articles.

1. (1981): “Futures Markets: The Maturity Effect on Risk and Return,” unpublished Ph.D dissertation, Baruch College, CUNY, September.

2. (1979): “The Relationship Between Volatility and Maturity in Futures Contracts,” in Commodity Markets and Futures Prices, Ed., CME, Chicago.

3. A Note on the Variability of Futures Prices

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