Time-varying risk premia in the foreign currency futures basis
Christopher F. Baum ; John Barkoulas
| Year of publication: |
1996
|
|---|---|
| Authors: | Baum, Christopher F. |
| Other Persons: | Barkoulas, John T. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 16.1996, 7, p. 735-755
|
| Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | USA | United States | 1982-1991 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001205865