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Limiting differences between forward and futures prices in a Lucas consumption model

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Author Info
Wiener, Zvi
Benninga, Simon
Protopapadakis, Aris

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File URL: http://www.sciencedirect.com/science/article/B6VGT-3YWXK27-3/2/e30c3720dfbb09594179176b8c11f5e1
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Article provided by Elsevier in its journal Journal of International Financial Markets, Institutions and Money.

Volume (Year): 10 (2000)
Issue (Month): 2 (June)
Pages: 151-161
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Handle: RePEc:eee:intfin:v:10:y:2000:i:2:p:151-161

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