Single beta models and currency futures prices
Year of publication: |
1992
|
---|---|
Authors: | McCurdy, Thomas H. |
Other Persons: | Morgan, Ieuan G. (contributor) |
Published in: |
The economic record : er. - Richmond, Victoria : Wiley Publishing Asia, ISSN 0013-0249, ZDB-ID 203689-7. - 1992, p. 117-129
|
Subject: | Währungsderivat | Currency derivative | CAPM | Risikoprämie | Risk premium | 1980-1988 |
-
Evidence of risk premiums in foreign currency futures markets
McCurdy, Thomas H., (1992)
-
Currency futures' risk premia and risk factors
Bernoth, Kerstin, (2020)
-
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T., (2022)
- More ...
-
Single Beta Models and currency Futures Prices
McCurdy, Thomas H., (1991)
-
Single beta models and currency futures prices
McCurdy, Thomas H., (1991)
-
Tests of the martingale hypothesis for foreign currency futures with time-varying volatility
McCurdy, Thomas H., (1986)
- More ...