The conditional price of basis risk: An investigation using foreign exchange instruments

Journal of Business Finance and Accounting

Volumn 31, Issue 7-8, 2004, Pages 1043-1068

  Miffre, Joëlle ^a  

^a CITY UNIVERSITY   (United Kingdom)

Author keywords

Basis; Conditional asset pricing model; Time varying price of risk

Indexed keywords

EID: 34249089235     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.0306-686X.2004.00566.x     Document Type: Article

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