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Forward and Futures Prices: Evidence from the Foreign Exchange Markets

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Author Info
 Chang, Carolyn W
Chang, Jack S K
Abstract

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File URL: http://links.jstor.org/sici?sici=0022-1082%28199009%2945%3A4%3C1333%3AFAFPEF%3E2.0.CO%3B2-9&origin=repec
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Publisher Info
Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 45 (1990)
Issue (Month): 4 (September)
Pages: 1333-36
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:bla:jfinan:v:45:y:1990:i:4:p:1333-36

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  1. Alina Piciorea, 2008. "Forward Premium Puzzle: Futures Contracts Evidence and Speculation Strategies," Advances in Economic and Financial Research - DOFIN Working Paper Series 8, Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB. [Downloadable!]
  2. Kerstin Bernoth & Juergen von Hagen & Casper de Vries, 2007. "The Forward Premium Puzzle: new evidence from futures contracts," DNB Working Papers 125, Netherlands Central Bank, Research Department. [Downloadable!]
  3. 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. [Downloadable!]
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This page was last updated on 2009-12-8.

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