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Forward and Futures Prices: Evidence from the Foreign Exchange Markets

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  • Chang, Carolyn W
  • Chang, Jack S K

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Suggested Citation

  • Chang, Carolyn W & Chang, Jack S K, 1990. " Forward and Futures Prices: Evidence from the Foreign Exchange Markets," Journal of Finance, American Finance Association, vol. 45(4), pages 1333-1336, September.
  • Handle: RePEc:bla:jfinan:v:45:y:1990:i:4:p:1333-36
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    Cited by:

    1. 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.
    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.
    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.
    4. Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2007. "The Forward Premium Puzzle only emerges gradually," Tinbergen Institute Discussion Papers 07-033/2, Tinbergen Institute.

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