Pesaran, Bahram (contributor); … - 2007
Avenue
Cambridge, CB3 9DD
United Kingdom
E-mail: hashem.pesaran@econ.cam.ac.uk … currency futures: Japanese yen, euro, British pound, Swiss
franc, Canadian and Australian dollars, denoted by JY;EU …;BP;CH;CD;AD;
four government bond futures: US ten year Treasury Note, 10 year govern-
ment bonds issued by Germany, UK and Japan …