Author of the publication

Currency futures-spot basis and risk premium

, and . Journal of International Financial Markets, Institutions and Money, 17 (2): 180--197 (April 2007)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Co-integrating currencies and yield differentials. Review of Financial Economics, 15 (2): 159--175 (2006)Currency futures-spot basis and risk premium, and . Journal of International Financial Markets, Institutions and Money, 17 (2): 180--197 (April 2007)Exchange rates and interest rates: can term structure models explain currency movements?, and . Journal of Economic Dynamics and Control, 28 (8): 1595--1624 (June 2004)