Spot-futures spread, time-varying correlation, and hedging with currency futures
| Year of publication: |
2006
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|---|---|
| Authors: | Lien, Donald ; Yang, Li |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 26.2006, 10, p. 1019
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