Testing the risk premium and cost-of-carry hypotheses for currency futures contracts

Author： SEQUEIRA JOHN M.   McALEER MICHAEL  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.10, Iss.3, 2000-06, pp. : 277-289

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Hedging downside risk with futures contracts

By Lien Donald   Tse Yiu Kuen  

Applied Financial Economics, Vol. 10, Iss. 2, 2000-04 ,pp. : 163-170

Routledge Ltd

Access to resources Recommend Favorite

An empirical investigation of the premium for volatility risk in currency options for the British pound

By Sarwar Ghulam  

Applied Financial Economics, Vol. 12, Iss. 12, 2002-12 ,pp. : 913-921

Routledge Ltd

Access to resources Recommend Favorite

Efficient estimation and testing of oil futures contracts in a mutual offset system

By McAleer M.   Sequeira J. M.  

Applied Financial Economics, Vol. 14, Iss. 13, 2004-09 ,pp. : 953-962

Routledge Ltd

Access to resources Recommend Favorite

Federal funds futures, risk premium and monetary policy actions

By Nourzad Farrokh   Calhoun James   Kurkiewicz Adam  

Applied Financial Economics, Vol. 22, Iss. 16, 2012-08 ,pp. : 1317-1330

Routledge Ltd

Access to resources Recommend Favorite

A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market

By Heaney Richard A.   Layton Allan P.  

Applied Financial Economics, Vol. 6, Iss. 2, 1996-04 ,pp. : 143-153

Routledge Ltd

Access to resources Recommend Favorite