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Volatility behavior of exchange rate future contracts
Aguirre, Maria Sophia, (2000)
Single and multiple portfolio cross-hedging with currency futures
DeMaskey, Andrea L., (1997)
Re-examining forward market efficiency : evidence from fractional and Harris-Inder cointegration tests
Choudhry, Taufiq, (1999)
Le fluttuazioni del dollaro negli anni ottanta : una analisi econometrica
Cifarelli, Giulio, (1991)
Sui determinanti degli errori di previsione a termine nel mercato dei cambi
Cifarelli, Giulio, (1990)
Cointregration and the unbiased efficiency of the forward exchange rate