A comparison of futures and forward prices
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference19 articles.
1. On the theoretical specification of sampling properties of autocorrelated time series;Bartlett;Journal of the Royal Statistical Society (Suppl.),1946
2. The pricing of commodity contracts;Black;Journal of Financial Economics,1976
3. Treasury bill pricing in the spot and futures markets;Capozza;Review of Economics and Statistics,1979
4. Forward and futures prices: Evidence from the foreign exchange markets;Cornell;Journal of Finance,1981
5. A theory of the term structure of interest rates and the valuation of interest-dependent claims;Cox,1977
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