Verfügbarkeit: Time Varying Risk Premia in Futures Markets

Time Varying Risk Premia in Futures Markets:

This paper undertakes an econometric investigation into the presence of risk premium in commodity futures markets. The statistical tests are derived from a formal model of asset pricing and are applied to futures prices in a variety of commodity markets. The results suggest that for several commodit...

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1. Verfasser:	Kaminsky, Graciela Laura (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 1990
Schriftenreihe:	IMF Working Papers Working Paper No. 90/116
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	This paper undertakes an econometric investigation into the presence of risk premium in commodity futures markets. The statistical tests are derived from a formal model of asset pricing and are applied to futures prices in a variety of commodity markets. The results suggest that for several commodities there is evidence of a time varying risk premium, particularly in futures contracts maturing six months ahead. The implications of the study for the efficiency of the futures markets and the costs of using these markets for hedging are also noted
Beschreibung:	1 Online-Ressource (32 p)
ISBN:	145194196X 9781451941968

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spelling	Kaminsky, Graciela Laura Verfasser aut Time Varying Risk Premia in Futures Markets Kaminsky, Graciela Laura Washington, D.C International Monetary Fund 1990 1 Online-Ressource (32 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 90/116 This paper undertakes an econometric investigation into the presence of risk premium in commodity futures markets. The statistical tests are derived from a formal model of asset pricing and are applied to futures prices in a variety of commodity markets. The results suggest that for several commodities there is evidence of a time varying risk premium, particularly in futures contracts maturing six months ahead. The implications of the study for the efficiency of the futures markets and the costs of using these markets for hedging are also noted Online-Ausg Kumar, Manmohan S. Sonstige oth http://elibrary.imf.org/view/IMF001/07401-9781451941968/07401-9781451941968/07401-9781451941968.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Kaminsky, Graciela Laura Time Varying Risk Premia in Futures Markets
title	Time Varying Risk Premia in Futures Markets
title_auth	Time Varying Risk Premia in Futures Markets
title_exact_search	Time Varying Risk Premia in Futures Markets
title_exact_search_txtP	Time Varying Risk Premia in Futures Markets
title_full	Time Varying Risk Premia in Futures Markets Kaminsky, Graciela Laura
title_fullStr	Time Varying Risk Premia in Futures Markets Kaminsky, Graciela Laura
title_full_unstemmed	Time Varying Risk Premia in Futures Markets Kaminsky, Graciela Laura
title_short	Time Varying Risk Premia in Futures Markets
title_sort	time varying risk premia in futures markets
url	http://elibrary.imf.org/view/IMF001/07401-9781451941968/07401-9781451941968/07401-9781451941968.xml
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