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Single Beta Models and Currency Futures Prices.
- Published in:
- Economic Record, 1992, v. 68, p. 117, doi. 10.1111/j.1475-4932.1992.tb02299.x
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- Publication type:
- Article
Intertemporal Risk in the Foreign Currency Futures Basis.
- Published in:
- Canadian Journal of Administrative Sciences (Canadian Journal of Administrative Sciences), 1999, v. 16, n. 3, p. 172, doi. 10.1111/j.1936-4490.1999.tb00193.x
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- Publication type:
- Article
Tests for a Systematic Risk Component in Deviations From Uncovered Interest Rate Parity.
- Published in:
- Review of Economic Studies, 1991, v. 58, n. 3, p. 587, doi. 10.2307/2298013
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- Article
DOES TICK SIZE INFLUENCE PRICE DISCOVERY? EVIDENCE FROM THE TORONTO STOCK EXCHANGE.
- Published in:
- Journal of Futures Markets, 2003, v. 23, n. 1, p. 49, doi. 10.1002/fut.10053
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- Article
TESTING THE MARTINGALE HYPOTHESIS IN DEUTSCHE MARK FUTURES WITH MODELS SPECIFYING THE FORM OF HETEROSCEDASTICITY.
- Published in:
- Journal of Applied Econometrics, 1988, v. 3, n. 3, p. 187, doi. 10.1002/jae.3950030303
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- Publication type:
- Article
Intertemporal Risk in the Foreign Currency Futures Basis.
- Published in:
- Canadian Journal of Administrative Sciences (John Wiley & Sons, Inc.), 1999, v. 16, n. 3, p. 172, doi. 10.1111/j.1936-4490.1999.tb00193.x
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- Publication type:
- Article