## Abstract This study provides an in‐depth analysis of risk premiums in the Canadian Bankers' Acceptances futures (BAX) market. The predictive regressions for excess and holding‐period returns on BAX futures lend empirical support to the presence of time‐varying risk premiums especially at longer
✦ LIBER ✦
Asthma score: predictive ability and risk factors
✍ Scribed by J. Sunyer; J. Pekkanen; R. Garcia-Esteban; C. Svanes; N. Künzli; C. Janson; R. De Marco; J. M. Antó; P. Burney
- Book ID
- 110886022
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 491 KB
- Volume
- 62
- Category
- Article
- ISSN
- 0105-4538
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