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Essays on testing for spanning and on modeling futures risk premia

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  • de Roon, F.A.

    (Tilburg University, School of Economics and Management)

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  • de Roon, F.A., 1997. "Essays on testing for spanning and on modeling futures risk premia," Other publications TiSEM e0664b0b-5bf8-4d82-85c1-b, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:e0664b0b-5bf8-4d82-85c1-bb626a8257d0
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    References listed on IDEAS

    as
    1. Shanken, Jay, 1990. "Intertemporal asset pricing : An Empirical Investigation," Journal of Econometrics, Elsevier, vol. 45(1-2), pages 99-120.
    2. Stoll, Hans R., 1979. "Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(4), pages 873-894, November.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Nahuis, R., 2000. "Knowledge and economic growth," Other publications TiSEM 0c527481-ed2a-4456-8e18-c, Tilburg University, School of Economics and Management.
    2. Onderstal, A.M., 2002. "Papers in auction theory," Other publications TiSEM 7d84e23f-2bb6-4e3c-a689-5, Tilburg University, School of Economics and Management.
    3. van Lomwel, A.G.C., 2000. "Essays on labour economics," Other publications TiSEM 957b3422-61d0-461d-9d22-e, Tilburg University, School of Economics and Management.
    4. Luis Berggrun, 2005. "Currency Hedging for a Dutch Investor: The Case of Pension Funds and Insurers," DNB Working Papers 054, Netherlands Central Bank, Research Department.
    5. Roosenboom, P.G.J., 2002. "Corporate governance mechanisms in IPO firms," Other publications TiSEM 70d9c457-8e98-4dde-89be-d, Tilburg University, School of Economics and Management.
    6. Konovalov, A., 2001. "Essays in general equilibrium theory," Other publications TiSEM fece7269-5d1e-47b9-a21c-6, Tilburg University, School of Economics and Management.
    7. Timmer, J.B., 2001. "Cooperative behaviour, uncertainty and operations research," Other publications TiSEM 4a00d965-b7c4-4f43-8f76-5, Tilburg University, School of Economics and Management.
    8. Possajennikov, A., 2000. "Learning and evolution in games and oligopoly models," Other publications TiSEM be1a3e81-e186-46b5-9101-3, Tilburg University, School of Economics and Management.
    9. Gaury, E.G.A., 2000. "Designing pull production control systems : Customization and robustness," Other publications TiSEM c9b49495-f647-4583-b2ef-0, Tilburg University, School of Economics and Management.
    10. Wagner, W.B., 2002. "Risk sharing under incentive constraints," Other publications TiSEM 1bd8e44d-62a5-4cf7-96b2-f, Tilburg University, School of Economics and Management.
    11. Gong, X., 2001. "Empirical studies on the labor market and on consumer demand," Other publications TiSEM eed29455-f1bf-4cc3-aff5-c, Tilburg University, School of Economics and Management.
    12. van den Broek, W.A., 2001. "Uncertainty in differential games," Other publications TiSEM 195bcb68-8943-49c1-8acb-0, Tilburg University, School of Economics and Management.
    13. Stremersch, S., 2001. "Essays on marketing strategy in technology-intensive markets," Other publications TiSEM 51d17923-2aae-485b-a59b-5, Tilburg University, School of Economics and Management.
    14. Camlibel, M.K., 2001. "Complementarity methods in the analysis of piecewise linear dynamical systems," Other publications TiSEM c3e08484-56d2-4f1a-9db0-8, Tilburg University, School of Economics and Management.
    15. Conlon, B.J., 2001. "Consumer rationality in choice," Other publications TiSEM 871f3881-187f-4197-8162-4, Tilburg University, School of Economics and Management.
    16. Girndt, T., 2000. "Cultural diversity and work-group performance : Detecting the rules," Other publications TiSEM 79060da1-f8e7-45e5-bb6b-8, Tilburg University, School of Economics and Management.

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