Basis Variation and a Common Source of Risk: Evidence from UK Futures Markets

Patricia Fraser, A. J. Mckaig

Research output: Contribution to journal › Article › peer-review

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@article{ed699afbee714f129c70b22c5834f077,

title = "Basis Variation and a Common Source of Risk: Evidence from UK Futures Markets",

author = "Patricia Fraser and Mckaig, {A. J.}",

year = "2001",

doi = "10.1080/13518470150205440",

language = "English",

volume = "7",

pages = "39--62",

journal = "European Journal of Finance",

issn = "1351-847X",

publisher = "Routledge",

}