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

Zvi Wiener, Simon Benninga and Aris Protopapadakis

Journal of International Financial Markets, Institutions and Money, 2000, vol. 10, issue 2, 151-161

Date: 2000
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Working Paper: Limiting Differences Between Forward and Futures Prices in a Lucas Consumption Model
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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfin:v:10:y:2000:i:2:p:151-161

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