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Basis-momentum
Martijn Boons
,
Melissa Porras Prado
NOVA School of Business and Economics (NOVA SBE)
Research output
:
Contribution to journal
›
Article
›
peer-review
59
Citations (Scopus)
181
Downloads (Pure)
Overview
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Business & Economics
Alternatives
12%
Benchmark
20%
Commodities
73%
Cross Section
29%
Curvature
32%
Futures Contracts
28%
Hedging
24%
Imbalance
24%
Intermediaries
27%
Market Clearing
31%
Predictors
28%
Speculators
32%
Term Premium
37%
Term Structure
28%