Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient
Year of publication: |
2012
|
---|---|
Authors: | Kanas, Angelos ; Ioannidis, Christos |
Published in: |
Journal of Economics and Finance. - Springer, ISSN 1055-0925. - Vol. 36.2012, 1, p. 148-161
|
Publisher: |
Springer |
Subject: | Spot | Forward | Peso Problem | Long-Run Correlation Coefficient |
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