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

Patricia Fraser, A. J. Mckaig

    Research output: Contribution to journalArticle

    Original languageEnglish
    Pages (from-to)39-62
    Number of pages23
    JournalEuropean Journal of Finance
    Volume7
    DOIs
    Publication statusPublished - 2001

    Cite this

    Basis Variation and a Common Source of Risk: Evidence from UK Futures Markets. / Fraser, Patricia; Mckaig, A. J.

    In: European Journal of Finance, Vol. 7, 2001, p. 39-62.

    Research output: Contribution to journalArticle

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    AU - Mckaig, A. J.

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