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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- John Barkoulas & Christopher F. Baum, 1996. "Time-Varying Risk Premia in the Foreign Currency Futures Basis," Boston College Working Papers in Economics 281., Boston College Department of Economics.
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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.
- Sercu, Piet & Wu, Xueping, 2000. "Cross- and delta-hedges: Regression- versus price-based hedge ratios," Journal of Banking & Finance, Elsevier, vol. 24(5), pages 735-757, May.
- Bühler, Wolfgang & Kempf, Alexander, 1994. "Optimale Arbitragestrategien in Terminmärkten," ZEW Discussion Papers 94-10, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- 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.
- Christie-David, Rohan & Chaudhry, Mukesh, 2000. "Currency futures, news releases, and uncertainty resolution," Global Finance Journal, Elsevier, vol. 11(1-2), pages 109-127.
- 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.
- Chris D'Souza, 2002. "How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?," Working Papers 02-34, Bank of Canada.
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