Forward and Futures Prices: Evidence from the Foreign Exchange Markets
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 36 (1981)
Issue (Month): 5 (December)
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- Berglund, T. & Kabir, R., 1995. "What explains the difference between the futures' price and its "fair" value? : evidence from the european options exchange," Discussion Paper 1995-83, Tilburg University, Center for Economic Research.
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- A. Bellier-Delienne, 2005. "Synthèse sur les Options de Livraison dans les Contrats à Terme," THEMA Working Papers 2005-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
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- Lioui, Abraham, 1998. "Currency risk hedging: Futures vs. forward," Journal of Banking & Finance, Elsevier, vol. 22(1), pages 61-81, January.
- Bühler, Wolfgang & Kempf, Alexander, 1994. "Optimale Arbitragestrategien in Terminmärkten," ZEW Discussion Papers 94-10, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- 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.
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