Forward contracts and futures contracts

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Forward contracts and futures contracts

Author Info

Jarrow, Robert A.
Oldfield, George S.

Additional information is available for the following registered author(s):

Robert A Jarrow

Abstract

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Publisher Info
Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 9 (1981)
Issue (Month): 4 (December)
Pages: 373-382
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Handle: RePEc:eee:jfinec:v:9:y:1981:i:4:p:373-382

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Web page: http://www.elsevier.com/locate/inca/505576

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Arie Harel & Giora Harpaz & Jack Francis, 2007. "Pricing futures on geometric indexes: A discrete time approach," Review of Quantitative Finance and Accounting, Springer, vol. 28(3), pages 227-240, April. [Downloadable!] (restricted)
Erwin Bulte & Joost Pennings & Wim Heijman, 1996. "Futures markets, price stabilization and efficient exploitation of exhaustible resources," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 8(3), pages 351-366, October. [Downloadable!] (restricted)
Jayendu Patel & Richard J. Zeckhauser, 1987. "Treasury Bill Futures as Hedges Against Inflation Risk," NBER Working Papers 2322, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Anurag Gupta & Marti G. Subrahmanyam, 1999. "An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-001, New York University, Leonard N. Stern School of Business-. [Downloadable!]
Other versions:
- Marti G. Subrahmanyam & Anurag Gupta, 1998. "An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-068, New York University, Leonard N. Stern School of Business-.
- Gupta, Anurag & Subrahmanyam, Marti G., 2000. "An empirical examination of the convexity bias in the pricing of interest rate swaps," Journal of Financial Economics, Elsevier, vol. 55(2), pages 239-279, February. [Downloadable!] (restricted)
Annie Koh & Richard M. Levich, 1989. "Synthetic Eurocurrency Interest Rate Futures Contracts: Theory and Evidence," NBER Working Papers 3055, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Hranaiova, Jana & Tomek, William G., 1999. "The Timing Option In Futures Contracts And Price Behavior At Contract Maturity," Working Papers 14740, Cornell University, Department of Applied Economics and Management. [Downloadable!]
Robert Aliber & Bhagwan Chowdhry & Shu Yan, 2000. "Transactions Costs in the Foreign Exchange Market," University of California at Los Angeles, Anderson Graduate School of Management 1062, Anderson Graduate School of Management, UCLA. [Downloadable!]
Joshua V. Rosenberg & Leah G. Traub, 2006. "Price discovery in the foreign currency futures and spot market," Staff Reports 262, Federal Reserve Bank of New York. [Downloadable!]

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