Loo Jean C H

Jean C H Loo

Information about the author Jean C H Loo will soon be added to the site.
Found 2 papers in total
The pricing of futures contracts and the arbitrage pricing theory
The pricing of futures contracts and the arbitrage pricing theory
1990
When interest rates are stochastic, the cash flows of futures and forward contracts...
Common stock returns, expected inflation, and the rational expectations hypothesis
Common stock returns, expected inflation, and the rational expectations hypothesis
1988
This paper provides empirical evidence that expected inflation has a...
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