Limiting differences between forward and futures prices in a Lucas consumption model
by Zvi Wiener ; Simon Benninga ; Aris Protopapadakis
| Year of publication: |
1994
|
|---|---|
| Authors: | Wiener, Zvi ; Benninga, Simon ; Protopapadakis, Aris A. |
| Publisher: |
Philadelphia, PA |
| Subject: | Theorie | Theory | CAPM | Zinsstruktur | Yield curve |
| Extent: | 10 Bl |
|---|---|
| Series: | Rodney L. White Center for Financial Research. - Philadelphia, Pa., ZDB-ID 2262187-8. - Vol. 94,17 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000893125