Spot and futures markets linkages: does contango differ from backwardation?.

dc.contributorFernández, Viviana
dc.date.accessioned2022-01-28T17:12:00Z
dc.date.accessioned2022-11-08T20:34:53Z
dc.date.available2022-01-28T17:12:00Z
dc.date.available2022-11-08T20:34:53Z
dc.date.created2022-01-28T17:12:00Z
dc.identifierhttps://repositorio.uai.cl//handle/20.500.12858/3792
dc.identifier10.1002/fut.21736
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/5146875
dc.titleSpot and futures markets linkages: does contango differ from backwardation?.
dc.typeArtículo WoS


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