Pricing fx forwards in OTC markets – new evidence for the pricing mechanism when faced with counterparty risk

Author:        

Publisher: Routledge Ltd

E-ISSN: 1466-4283|47|27|2860-2877

ISSN: 1466-4283

Source: Applied Economics, Vol.47, Iss.27, 2015-06, pp. : 2860-2877

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Abstract