Sources of Return in the Index Futures Markets
The paper concerns an issue of existence of a risk premium in equity and index futures markets. The paper consists of four parts. The first part describes the basic hypotheses of forward curves in the futures market. In the second section, I formulate 5 hypotheses concerning a risk premium in the eq...
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| Format: | Article |
| Language: | English |
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University of Finance and Management, Warsaw; Vistula University
2011-06-01
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| Series: | Contemporary Economics |
| Online Access: | http://ce.vizja.pl/en/download-pdf/id/209 |