Time-varying risk premia in the foreign currency futures basis

Research output: Contribution to journalArticlepeer-review

15 Scopus citations
Original languageEnglish
Pages (from-to)735-755
Number of pages21
JournalJournal of Futures Markets
Volume16
Issue number7
DOIs
StatePublished - 1996

Scopus Subject Areas

  • Accounting
  • General Business, Management and Accounting
  • Finance
  • Economics and Econometrics

Cite this