Interest parity, fractional differencing, and the strength of attraction: a reexamination of the cost-of-carry futures pricing model
| Year of publication: |
1999
|
|---|---|
| Authors: | Jeng, Jau-Lian |
| Published in: |
Global Finance Journal. - Elsevier, ISSN 1044-0283. - Vol. 10.1999, 1, p. 25-34
|
| Publisher: |
Elsevier |