Forward and Futures Prices: Evidence from the Foreign Exchange Markets
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1990.tb02442.x/fullpdf
Reference5 articles.
1. Forward and futures prices: Evidence from the foreign exchange markets;Cornell;Journal of Finance,1981
2. The relationship between forward and futures prices;Cox;Journal of Financial Economics,1981
3. Foreign Currency Futures
4. A continuous time equilibrium model of forward prices and futures prices in a multi-good economy;Richard;Journal of Financial Economics,1981
Cited by 10 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. The Term Structure of Currency Futures' Risk Premia;Journal of Money, Credit and Banking;2021-11-14
2. Estimating a Latent Risk Premium in Exchange Rate Futures;SSRN Electronic Journal;2018
3. The Pricing of Forward and Futures Contracts;Financial Derivatives;2011-11-29
4. Price Discovery in the Foreign Currency Futures and Spot Market;SSRN Electronic Journal;2006
5. Futures and Forward Prices - Theory and Hungarian Experience;Acta Oeconomica;2004-08-01
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