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Johnson Graduate School of Management, Cornell University, Ithaca, NY 14853–4201, and Department of Finance and Banking, National University of Singapore, 10 Kent Ridge Crescent, Singapore 0511. We are grateful to Michael Brennan, Peter Carr, K. C. Chan, Margaret Forster, David Hirshleifer, Eric Jacquier, Robert Jarrow, Laura Kodres, Larry Lang, Joseph Lim, Francis Longstaff, Maureen O'Hara, George Emir Morgan, Paul Seguin, Seymour Smidt, Rene Stulz, Ralph Walkling, an anonymous referee, and seminar participants at Ohio State, the Cleveland Fed, National University of Singapore, Maryland, University of Southern California, Cornell, and Syracuse for helpful discussions and comments on earlier drafts. Michael Geregach, Irene Ling, Chi-June Kao, and Simon Yen provided able research assistance.
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Default Premiums in Commodity Markets: Theory and Evidence
Article first published online: 30 APR 2012
DOI: 10.1111/j.1540-6261.1991.tb03777.x
1991 The American Finance Association
Additional Information
How to Cite
BAILEY, W. and NG, E. (1991), Default Premiums in Commodity Markets: Theory and Evidence. The Journal of Finance, 46: 1071–1093. doi: 10.1111/j.1540-6261.1991.tb03777.x
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Johnson Graduate School of Management, Cornell University, Ithaca, NY 14853–4201, and Department of Finance and Banking, National University of Singapore, 10 Kent Ridge Crescent, Singapore 0511. We are grateful to Michael Brennan, Peter Carr, K. C. Chan, Margaret Forster, David Hirshleifer, Eric Jacquier, Robert Jarrow, Laura Kodres, Larry Lang, Joseph Lim, Francis Longstaff, Maureen O'Hara, George Emir Morgan, Paul Seguin, Seymour Smidt, Rene Stulz, Ralph Walkling, an anonymous referee, and seminar participants at Ohio State, the Cleveland Fed, National University of Singapore, Maryland, University of Southern California, Cornell, and Syracuse for helpful discussions and comments on earlier drafts. Michael Geregach, Irene Ling, Chi-June Kao, and Simon Yen provided able research assistance.
Publication History
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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