Equilibrium adjustment, basis risk and risk transmission in spot and forward foreign exchange markets
Year of publication: |
2001
|
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Authors: | Wang, Peijie ; Wang, Ping |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 11.2001, 2, p. 127-136
|
Subject: | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Schock | Shock | Risiko | Risk | Schätzung | Estimation | Theorie | Theory |
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