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Evidence of risk premiums in foreign currency futures markets
McCurdy, Thomas H., (1992)
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T., (2022)
Currency futures' risk premia and risk factors
Bernoth, Kerstin, (2020)
Intertemporal risk in foreign currency markets
McCurdy, Thomas H., (1993)
Tests for a systematic risk component in deviations from uncovered interest rate parity
McCurdy, Thomas H., (1991)
Tests of the martingale hypothesis for foreign currency futures with time-varying volatility
McCurdy, Thomas H., (1987)