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Parity conditions and the efficiency of the Australian 90- and 180-day forward markets

  • Felmingham, Bruce
  • Leong, SuSan
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    File URL: http://www.sciencedirect.com/science/article/B6W61-4DVW6S4-1/2/6939b657bc1734faa423ba36fdfa2783
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    Article provided by Elsevier in its journal Review of Financial Economics.

    Volume (Year): 14 (2005)
    Issue (Month): 2 ()
    Pages: 127-145

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    Handle: RePEc:eee:revfin:v:14:y:2005:i:2:p:127-145
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620170

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