THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES

被引：342

作者：

COX, JC

INGERSOLL, JE

ROSS, SA

机构：

[1] UNIV CHICAGO,CHICAGO,IL 60637

[2] YALE UNIV,NEW HAVEN,CT 06520

来源：

关键词：

D O I：

10.1016/0304-405X(81)90002-7

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：321 / 346

页数：26

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[5] TREASURY BILL PRICING IN THE SPOT AND FUTURES MARKETS [J].

CAPOZZA, DR ;

CORNELL, B .

[6]

CORNELL B, 1980, UNPUB

[7]

COX JC, 1981, J FINANC, V36, P769

[8]

COX JC, 1978, 468 STANF U GRAD SCH

[9]

FRENCH KR, 1981, UNPUB

[10]

GARMAN MB, 1977, 50 U CAL I BUS EC RE