Work

Equilibrium adjustment, basis risk and risk transmission in spot and forward foreign exchange markets

Year: 2001

Type: article

Source: Applied Financial Economics

DOI: 10.1080/096031001750071514

Authors: Peijie Wang, Ping Wang

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2138598794

FWCI: 1.129

Cites: 33

Cited by: 25

Related to: 10