Can skewness of the futures-spot basis predict currency spot returns?
| Year of publication: |
2019
|
|---|---|
| Authors: | Jiang, Xue ; Han, Liyan ; Yin, Libo |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 0270-7314, ZDB-ID 2002201-3. - 2019 (04.01.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.21991 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012082183