Harvard Business School. I would like to thank Paul Asquith, Ken Froot, Ayman Hindy, Gur Huberman, Andy Lo, Mark Mitchell, Harold Mulherin, Jim Poterba, René Stulz (the editor), and an anonymous referee for helpful comments. Goldman Sachs generously provided data.
A Comparison of Forward and Futures Prices of an Interest Rate-Sensitive Financial Asset
Version of Record online: 30 APR 2012
© 1992 the American Finance Association
The Journal of Finance
Volume 47, Issue 1, pages 381–396, March 1992
How to Cite
MEULBROEK, L. (1992), A Comparison of Forward and Futures Prices of an Interest Rate-Sensitive Financial Asset. The Journal of Finance, 47: 381–396. doi: 10.1111/j.1540-6261.1992.tb03991.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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