A comparison of foreign exchange forward and futures prices
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 15 (1991)
Issue (Month): 6 (December)
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Web page: http://www.elsevier.com/locate/jbf
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- 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.
- Bernoth, Kerstin & de Vries, Casper G & von Hagen, Jürgen, 2010.
"The Forward Premium Puzzle and Latent Factors Day by Day,"
CEPR Discussion Papers
7772, C.E.P.R. Discussion Papers.
- Bernoth, Kerstin & von Hagen, Jürgen & de Vries, Casper, 2012. "The forward premium puzzle and latent factors day by day," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62017, Verein für Socialpolitik / German Economic Association.
- Kerstin Bernoth & Juergen von Hagen & Casper de Vries, 2010. "The Forward Premium Puzzle and Latent Factors Day by Day," DNB Working Papers 246, Netherlands Central Bank, Research Department.
- Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2010. "The Forward Premium Puzzle and Latent Factors Day by Day," Discussion Papers of DIW Berlin 989, DIW Berlin, German Institute for Economic Research.
- Lioui, Abraham & Poncet, Patrice, 2002. "Optimal currency risk hedging," Journal of International Money and Finance, Elsevier, vol. 21(2), pages 241-264, April.
- Kerstin Bernoth & J�rgen von Hagen & Casper G. de Vries, 2007. "The Forward Premium Puzzle only emerges gradually," Tinbergen Institute Discussion Papers 07-033/2, Tinbergen Institute.
- 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.
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