Everett D. Reese Professor of Banking and Monetary Economics at The Ohio State University.
Market Incompleteness and Divergences Between Forward and Futures Interest Rates*
Article first published online: 30 APR 2012
1980 The American Finance Association
The Journal of Finance
Volume 35, Issue 2, pages 221–234, May 1980
How to Cite
KANE, E. J. (1980), Market Incompleteness and Divergences Between Forward and Futures Interest Rates. The Journal of Finance, 35: 221–234. doi: 10.1111/j.1540-6261.1980.tb02150.x
For valuable comments on earlier drafts of this paper, the author wishes to thank Stephen Buser, Andrew Chen, Charles Cox, Kurt Dew, Patrick Hess, Gailen Hite, E. Han Kim, Richard Lang, J. Huston McCulloch, Gordon Roberts, and Akio Yasuhara.
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012