Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates

Publisher: John Wiley & Sons Inc

E-ISSN: 1540-6261|60|5|2283-2331

ISSN: 0022-1082

Source: THE JOURNAL OF FINANCE, Vol.60, Iss.5, 2005-10, pp. : 2283-2331

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Abstract