Undated futures markets
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Cited by:
- Shiller, Robert J, 1993.
"Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures,"
Journal of Finance, American Finance Association, vol. 48(3), pages 911-931, July.
- Robert J. Shiller, 1992. "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures," Cowles Foundation Discussion Papers 1036, Cowles Foundation for Research in Economics, Yale University.
- Robert J. Shiller, 1993. "Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures indices and Perpetual Futures," NBER Technical Working Papers 0131, National Bureau of Economic Research, Inc.
- Damien Ackerer & Julien Hugonnier & Urban Jermann, 2023.
"Perpetual Futures Pricing,"
Papers
2310.11771, arXiv.org, revised Sep 2024.
- Damien Ackerer & Julien Hugonnier & Urban Jermann, 2024. "Perpetual Futures Pricing," NBER Working Papers 32936, National Bureau of Economic Research, Inc.
- Riccardo De Blasis & Alexander Webb, 2022. "Arbitrage, contract design, and market structure in Bitcoin futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 492-524, March.
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