SPOT AND FUTURES PRICES AND THE LAW OF ONE PRICE

被引：35

作者：

PROTOPAPADAKIS, A

STOLL, HR

机构：

[1] UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104

[2] VANDERBILT UNIV,OWEN GRAD SCH MANAGEMENT,NASHVILLE,TN 37240

来源：

关键词：

D O I：

10.2307/2327579

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1431 / 1455

页数：25

共 20 条

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[5]

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[6]

DORNBUSCH R, 1976, SCAND J ECON, V78, P255, DOI 10.2307/3439928

EDMUNDS, J .

[8]

Frenkel J., 1976, MONETARY APPROACH BA

[9]

FRENKEL JA, 1978, EC EXCHANGE RATES

[10]

GAILLIOT H, 1970, J MONEY CREDIT B AUG, P348