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Title: Effects of delivery risk on futures markets : theory and empirical evidence
Authors: Charnwut, Roongsangmanoon
Keywords: DRNTU::Business::Finance::Futures
Issue Date: 2005
Source: Charnwut, R. (2005). Effects of delivery risk on futures markets : theory and empirical evidence. Doctoral thesis, Nanyang Technological University, Singapore.
Abstract: This dissertation consists of four essays on the effects of delivery risk in futures markets. In this dissertation, the delivery risk is defined as the uncertainty arising from the multiple delivery specifications that causes futures price to diverge from the spot price of the par-delivery asset underlying the futures contract.
DOI: 10.32657/10356/7924
Schools: Nanyang Business School 
Rights: Nanyang Technological University
Fulltext Permission: open
Fulltext Availability: With Fulltext
Appears in Collections:NBS Theses

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