Foreign Currency Futures
收藏NBER1985-10-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w1743
下载链接
链接失效反馈官方服务:
资源简介:
The theoretical nature of risk premiums in foreign currency futures markets is derived and studied empirically. Estimation problems encountered in using futures data are discussed. Since forward rates and futures prices are demonstrated to be approximately equal, and because risk premiums in forward
提供机构:
美国国家经济研究局
创建时间:
1985-10-01



