Narrow search
Showing 1 - 5 of 5
Cover Image
Time-varying risk premia in the foreign currency futures basis
Baum, Christopher F. - In: The journal of futures markets 16 (1996) 7, pp. 735-755
Persistent link: https://www.econbiz.de/10001205865
Cover Image
The forward rate unbiasedness hypothesis reexamined : evidence from a new test
Delcoure, Natalya; Barkoulas, John T.; Baum, Christopher F. - In: Global finance journal 14 (2003) 1, pp. 83-93
Persistent link: https://www.econbiz.de/10001763727
Cover Image
An empirical investigation of risk premia in the foreign currency futures basis
Baum, Christopher F.; Barkoulas, John T. - 1994
Persistent link: https://www.econbiz.de/10000895363
Cover Image
Dynamic futures hedging in currency markets
Chakraborty, Atreya; Barkoulas, John T. - In: The European journal of finance 5 (1999) 4, pp. 299-314
Persistent link: https://www.econbiz.de/10001526055
Cover Image
Fractional dynamics in Japanese financial time series
Barkoulas, John T.; Baum, Christopher F. - In: Pacific-Basin finance journal 6 (1998) 1/2, pp. 115- 124
Persistent link: https://www.econbiz.de/10001375758