Financial frictions and the futures pricing puzzle
Year of publication: |
2020
|
---|---|
Authors: | Gwilym, Rhys ap ; Ebrahim, Muhammed Shahid ; Alaoui, Abdelkader O. el ; Rahman, Hamid ; Taamouti, Abderrahim |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 87.2020, p. 358-371
|
Subject: | Futures pricing | Contango | Financial frictions | Normal backwardation | Theorie | Theory | Finanzmarkt | Financial market | Liquiditätsbeschränkung | Liquidity constraint | Geldpolitik | Monetary policy | CAPM |
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