A comparison of foreign exchange forward and futures prices
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference46 articles.
1. Cash-futures arbitrage and forward-futures spreads in the treasury bill market;Allen;The Journal of Futures Markets,1988
2. Common stochastic trends in a system of exchange rates;Baille;Journal of Finance,1989
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4. Time series analysis: Forecasting and control;Box,1970
5. Testing the unbiased expectations theory of interest rates;Branch;The Financial Review,1978
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2. The Forward Premium Puzzle and Latent Factors Day by Day;SSRN Electronic Journal;2010
3. The Forward Premium Puzzle Only Emerges Gradually;SSRN Electronic Journal;2007
4. Price Discovery in the Foreign Currency Futures and Spot Market;SSRN Electronic Journal;2006
5. Optimal currency risk hedging;Journal of International Money and Finance;2002-04
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