Perpetual Futures Pricing
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- Damien Ackerer & Julien Hugonnier & Urban Jermann, 2023. "Perpetual Futures Pricing," Papers 2310.11771, arXiv.org, revised Sep 2024.
References listed on IDEAS
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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.
- Adam K. Gehr Jr., 1988. "Undated futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 8(1), pages 89-97, February.
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More about this item
JEL classification:
- E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian; Modern Monetary Theory
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IPR-2024-10-14 (Intellectual Property Rights)
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