Spot-futures spread, time-varying correlation, and hedging with currency futures

Journal of Futures Markets

Volumn 26, Issue 10, 2006, Pages 1019-1038

  Lien, Donald ^b   Yang, Li ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b UNIVERSITY OF TEXAS AT SAN ANTONIO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33748980064     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20225     Document Type: Article

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