Financial Frictions and the Futures Pricing Puzzle

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Translated title of the contribution	Ffrwythiannau Cyllidol a'r Pôs Prisio Blaendrafodion
Original language	English
Pages (from-to)	358-371
Journal	Economic Modelling
Volume	87
Early online date	22 Aug 2019
DOIs	https://doi.org/10.1016/j.econmod.2019.08.009
Publication status	Published - May 2020

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title = "Financial Frictions and the Futures Pricing Puzzle",

author = "\{ap Gwilym\}, Rhys and Ebrahim, \{Muhammed Shahid\} and \{el Alaoui\}, \{Abdelkader Ouatik\} and Hamid Rahman and Abderrahim Taamouti",

year = "2020",

month = may,

doi = "10.1016/j.econmod.2019.08.009",

language = "English",

volume = "87",

pages = "358--371",

journal = "Economic Modelling",

issn = "0264-9993",

publisher = "Elsevier BV",

}

TY - JOUR

T1 - Financial Frictions and the Futures Pricing Puzzle

AU - ap Gwilym, Rhys

AU - Ebrahim, Muhammed Shahid

AU - el Alaoui, Abdelkader Ouatik

AU - Rahman, Hamid

AU - Taamouti, Abderrahim

PY - 2020/5

Y1 - 2020/5

U2 - 10.1016/j.econmod.2019.08.009

DO - 10.1016/j.econmod.2019.08.009

M3 - Article

SN - 0264-9993

VL - 87

SP - 358

EP - 371

JO - Economic Modelling

JF - Economic Modelling

ER -