Work

Time-varying risk premia in the foreign currency futures basis

Year: 1996

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/(sici)1096-9934(199610)16:7<735::aid-fut1>3.0.co;2-p

Authors: Christopher F. Baum, John Barkoulas

Institution: Boston College

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2012159134

FWCI: 0.798

Cites: 35

Cited by: 26

Related to: 10