Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleIntertemporal Risk in the Foreign Currency Futures Basis.AuthorsMcCurdy, Thomas H.; Morgan, Ieuan G.AbstractInvestigates covariation of payoffs from spot and futures positions in foreign currency. How the weights in a hedged position are determined; Use of an intertemporal asset-pricing model; Estimated intertemporal risk.SubjectsFOREIGN exchange; ASSETS (Accounting)PublicationCanadian Journal of Administrative Sciences (Canadian Journal of Administrative Sciences), 1999, Vol 16, Issue 3, p172ISSN0825-0383Publication typeArticleDOI10.1111/j.1936-4490.1999.tb00193.x