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dc.contributor.authorZaremba, Adamen_US
dc.date.accessioned2011-08-18en_US
dc.date.accessioned2011-08-22T15:28:29Z-
dc.date.available2011-08-22T15:28:29Z-
dc.date.issued2011en_US
dc.identifier.citationContemporary Economics 1897-9254 5 2011 2 54-71en_US
dc.identifier.pidoi:10.5709/ce.1897-9254.12-
dc.identifier.urihttp://hdl.handle.net/10419/48847-
dc.description.abstractThe paper concerns an issue of existence of a risk premium in equity and index futures markets. The paper consists of four parts. The first part describes the basic hypotheses of forward curves in the futures market. In the second section, I formulate 5 hypotheses concerning a risk premium in the equity futures market, its forecastability, and its dependence on a market segment and development stage. The third part includes an empirical study, which confirms the existence of timedependent and partially predictable risk premium. The research was based on the Polish futures market in the years 2000-2010. The last section of the paper discusses potential implications for the financial market practice and indicates areas for further research.en_US
dc.language.isoengen_US
dc.subject.jelG13en_US
dc.subject.jelG14en_US
dc.subject.jelG17en_US
dc.subject.ddc330en_US
dc.subject.keywordfuturesen_US
dc.subject.keywordrisk premiumen_US
dc.subject.keywordforward curveen_US
dc.titleSources of return in the index futures marketsen_US
dc.typeArticleen_US
dc.identifier.ppn666356084en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen_US
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