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Economic activity and time variation in expected futures returns - MaRDI portal

Economic activity and time variation in expected futures returns

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Publication:5941477

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DOI10.1016/S0165-1765(01)00475-XzbMath0985.91056OpenAlexW2072127536MaRDI QIDQ5941477

Publication date: 20 August 2001

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(01)00475-x

zbMATH Keywords

business cycle countercyclical and procyclical futures predictability

Mathematics Subject Classification ID

Mathematical economics (91B99)

Related Items (1)

Predicting wheat futures prices in India

Cites Work

Hypothesis Testing with Efficient Method of Moments Estimation

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