The Japanese yen futures returns, spot returns, and the risk premium
Year of publication: |
2008
|
---|---|
Authors: | Inci, Ahmet Can |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 18.2008, 3, p. 385-399
|
Subject: | Währungsderivat | Currency derivative | Spotmarkt | Spot market | Risikoprämie | Risk premium | Schätzung | Estimation | Japan | 1982-2001 |
-
Wang, Zhiguang, (2011)
-
Bidarkota, Prasad V., (2004)
-
Pricing of forwards and other derivatives in cointegrated commodity markets
Benth, Fred Espen, (2015)
- More ...
-
Co-integrating currencies and yield differentials
Inci, Ahmet Can, (2006)
-
Capital investment and earnings : international evidence
Inci, Ahmet Can, (2009)
-
Currency futures-spot basis and risk premium
Inci, Ahmet Can, (2007)
- More ...