A NOTE ON THE RELATIONSHIP BETWEEN FORWARD AND FUTURES CONTRACTS

被引：9

作者：

LEVY, A ^{[1
]}

机构：

[1] HEBREW UNIV JERUSALEM,JERUSALEM,ISRAEL

来源：

关键词：

D O I：

10.1002/fut.3990090209

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：171 / 173

页数：3

共 5 条

CORNELL, B ;

REINGANUM, MR .

[2] THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES [J].

COX, JC ;

INGERSOLL, JE ;

ROSS, SA .

[3]

FRENCH KR, 1982, CSFM42 COL BUS SCH C

[4] FORWARD CONTRACTS AND FUTURES CONTRACTS [J].

JARROW, RA ;

OLDFIELD, GS .

[5]

RICHARD SF, 1981, J FINANC ECON, V9, P373