Differences between futures and forward prices: A further investigation of the marking-to-market effects
- 1 March 1985
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 5 (1) , 77-88
- https://doi.org/10.1002/fut.3990050108
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
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- Taxes and the Pricing of Stock Index FuturesThe Journal of Finance, 1983
- Difference Systems in Financial Futures MarketsThe Journal of Finance, 1982
- Forward and futures pricing of treasury billsJournal of Banking & Finance, 1981
- Forward and Futures Prices: Evidence from the Foreign Exchange MarketsThe Journal of Finance, 1981
- The relation between forward prices and futures pricesJournal of Financial Economics, 1981
- A continuous time equilibrium model of forward prices and futures prices in a multigood economyJournal of Financial Economics, 1981
- Forward contracts and futures contractsJournal of Financial Economics, 1981
- Treasury Bill Pricing in the Spot and Futures MarketsThe Review of Economics and Statistics, 1979