Can skewness of the futures‐spot basis predict currency spot returns?
Author:
Affiliation:
1. School of Economics and Management, Beihang UniversityBeijing China
2. School of Finance, Central University of Finance and EconomicsBeijing China
Funder
National Natural Science Foundation of China
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.21991
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1. Do the impacts of the futures-spot spread and skewness on the interdependence between spot and futures markets differ across regimes and energy commodities markets?;Applied Economics;2024-03-22
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