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dc.contributor.authorZaremba, Adamen
dc.date.accessioned2011-08-18-
dc.date.accessioned2011-08-22T15:28:29Z-
dc.date.available2011-08-22T15:28:29Z-
dc.date.issued2011-
dc.identifier.citation|aContemporary Economics|c1897-9254|v5|h2|nVizja Press & IT|lWarsaw|y2011|p54-71en
dc.identifier.pidoi:10.5709/ce.1897-9254.12en
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
dc.language.isoengen
dc.publisher|aVizja Press & IT |cWarsawen
dc.subject.jelG13en
dc.subject.jelG14en
dc.subject.jelG17en
dc.subject.ddc330en
dc.subject.keywordfuturesen
dc.subject.keywordrisk premiumen
dc.subject.keywordforward curveen
dc.titleSources of return in the index futures markets-
dc.typeArticleen
dc.identifier.ppn666356084en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
econstor.citation.journaltitleContemporary Economicsen
econstor.citation.issn1897-9254en
econstor.citation.volume5en
econstor.citation.issue2en
econstor.citation.publisherVizja Press & ITen
econstor.citation.publisherplaceWarsawen
econstor.citation.year2011en
econstor.citation.startpage54en
econstor.citation.endpage71en

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