Relative Pricing of Eurodollar Futures and Forward Contracts
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1996.tb04077.x/fullpdf
Reference21 articles.
1. Forward and futures prices: Evidence from the foreign exchange markets;Cornell;Journal of Finance,1981
2. Taxes and the pricing of stock index futures;Cornell;Journal of Finance,1983
3. The relation between forward prices and futures prices;Cox;Journal of Financial Economics,1981
4. A theory of the term structure of interest rates;Cox;Econometrica,1985
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