Differences between Forward and Futures Prices in Foreign Exchange Market: A Further Investigation of the Marking-to-Market Effects
碩士 === 國立中央大學 === 財務金融研究所 === 92 === Abstract In spite of the similarity of forward and futures contracts, they are quite different in many aspects, and the most controversial issue is the marking-to-market of futures contracts. Cox, Ingersoll, and Ross (1981) incorporate the marking-to-market effec...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/44162192593448698788 |