Arbitrage pressure and divergences between forward and futures interest rates
By: by Edward J. Kane
Series: Working paper series -- CSFM-21; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-21.
Publisher: [Columbia Business School, Center for the Study of Futures Markets]
Published: 1980
Place of publication: [New York]
Language: eng
Number of pages: 28
Notes: "This paper was presented at the May, 1980 Research Colloquium, the Pricing of Futures and Forward Contracts for Treasury Bills, supported by the Center for the Study of Futures Markets, Colubia Business School."

Bibliography : p. 27-28.