General Equilibrium Stock Index Futures Pricing Allowing for Event Risk
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More about this item
Keywords
general equilibrium model; event risk; intertemporal futures pricing;All these keywords.
JEL classification:
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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