Spot-futures spread, time-varying correlation, and hedging with currency futures
Year of publication: |
2006
|
---|---|
Authors: | Lien, Da-hsiang Donald ; Yang, Li |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 26.2006, 10, p. 1019-1038
|
Subject: | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Hedging |
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