Commitment of traders, basis behavior, and the issue of risk premia in futures markets

1997 ◽  
Vol 17 (6) ◽  
pp. 707-731 ◽  
Author(s):  
Arjun Chatrath ◽  
Youguo Liang ◽  
Frank Song
Keyword(s):  
Futures Markets ◽  
Risk Premia

scholarly journals Time Varying Risk Premia in Futures Markets

1990 ◽  
Vol 90 (116) ◽  
pp. 1 ◽  
Author(s):  
Graciela Laura Kaminsky ◽  
Manmohan S. Kumar ◽  
◽  
Keyword(s):  
Futures Markets ◽  
Risk Premia ◽  
Time Varying

Risk premia and price volatility in futures markets

1991 ◽  
Vol 11 (2) ◽  
pp. 165-177 ◽  
Author(s):  
Jisoo Yoo ◽  
G. S. Maddala
Keyword(s):  
Futures Markets ◽  
Price Volatility ◽  
Risk Premia

Time-varying risk premia and forecastable returns in futures markets

1992 ◽  
Vol 32 (2) ◽  
pp. 169-193 ◽  
Author(s):  
Hendrik Bessembinder ◽  
Kalok Chan
Keyword(s):  
Futures Markets ◽  
Risk Premia ◽  
Time Varying
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