An empirical examination of interest-rat
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Andrew H. Chen; Marcia Millon Cornett; Prafulla G. Nabar
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Article
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1993
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John Wiley and Sons
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English
โ 962 KB
## Nabar prices, therefore, reflect equilibrium risk premiums. The bulk of the previous empirical studies that have attempted to gain insights into the determinants of the risk premiums in futures markets have applied methodologies built upon the equilibrium asset pricing models to both financial