FORWARD AND FUTURES PRICES - EVIDENCE FROM THE FOREIGN-EXCHANGE MARKETS

被引:6
作者
CHANG, CW
CHANG, JSK
机构
[1] UNIV SO CALIF, LOS ANGELES, CA 90089 USA
[2] CALIF STATE UNIV LOS ANGELES, LOS ANGELES, CA 90032 USA
关键词
D O I
10.2307/2328730
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:1333 / 1336
页数:4
相关论文
共 5 条
[1]   FORWARD AND FUTURES PRICES - EVIDENCE FROM THE FOREIGN-EXCHANGE MARKETS [J].
CORNELL, B ;
REINGANUM, MR .
JOURNAL OF FINANCE, 1981, 36 (05) :1035-1045
[2]   THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES [J].
COX, JC ;
INGERSOLL, JE ;
ROSS, SA .
JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) :321-346
[3]  
HODRICK RJ, 1985, CSFM WORKING PAPER S, V116
[4]   A CONTINUOUS-TIME EQUILIBRIUM-MODEL OF FORWARD PRICES AND FUTURES PRICES IN A MULTIGOOD ECONOMY [J].
RICHARD, SF ;
SUNDARESAN, M .
JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (04) :347-371
[5]  
RIEHL SF, 1977, FOREIGN EXCHANGE MAR