Estimation of Risk Premium and Cost-of Carry models for currency futures contracts

J.M. Sequeira; Michael Mcaleer; Y-F. Chow

Estimation of Risk Premium and Cost-of Carry models for currency futures contracts

J.M. Sequeira
, Michael Mcaleer
, Y-F. Chow

Graduate Research School

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

Original language	English
Title of host publication	International Congress on Modelling and Simulation Proceedings
Editors	A.D. McDonald, M. McAleer
Place of Publication	Perth
Publisher	Modelling and Simulation Society of Australia
Pages	1345-1352
Volume	3
Edition	University of Tasmania, Hobart
ISBN (Print)	0 86422 827 9
Publication status	Published - 1997
Event	Estimation of Risk Premium and Cost-of Carry models for currency futures contracts - University of Tasmania, Hobart Duration: 1 Jan 1997 → …

Conference

Conference	Estimation of Risk Premium and Cost-of Carry models for currency futures contracts
Period	1/01/97 → …

Cite this

@inproceedings{5a3d0ec8856e43e0bf625c5854532cc6,

title = "Estimation of Risk Premium and Cost-of Carry models for currency futures contracts",

author = "J.M. Sequeira and Michael Mcaleer and Y-F. Chow",

year = "1997",

language = "English",

isbn = "0 86422 827 9",

volume = "3",

pages = "1345--1352",

editor = "A.D. McDonald and M. McAleer",

booktitle = "International Congress on Modelling and Simulation Proceedings",

publisher = "Modelling and Simulation Society of Australia",

edition = "University of Tasmania, Hobart",

note = "Estimation of Risk Premium and Cost-of Carry models for currency futures contracts ; Conference date: 01-01-1997",

}

Sequeira, JM, Mcaleer, M & Chow, Y-F 1997, Estimation of Risk Premium and Cost-of Carry models for currency futures contracts. in AD McDonald & M McAleer (eds), International Congress on Modelling and Simulation Proceedings. University of Tasmania, Hobart edn, vol. 3, Modelling and Simulation Society of Australia, Perth, pp. 1345-1352, Estimation of Risk Premium and Cost-of Carry models for currency futures contracts, 1/01/97.

Estimation of Risk Premium and Cost-of Carry models for currency futures contracts. / Sequeira, J.M.; Mcaleer, Michael; Chow, Y-F.
International Congress on Modelling and Simulation Proceedings. ed. / A.D. McDonald; M. McAleer. Vol. 3 University of Tasmania, Hobart. ed. Perth: Modelling and Simulation Society of Australia, 1997. p. 1345-1352.

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

TY - GEN

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AU - Sequeira, J.M.

AU - Mcaleer, Michael

AU - Chow, Y-F.

PY - 1997

Y1 - 1997

M3 - Conference paper

SN - 0 86422 827 9

VL - 3

SP - 1345

EP - 1352

BT - International Congress on Modelling and Simulation Proceedings

A2 - McDonald, A.D.

A2 - McAleer, M.

PB - Modelling and Simulation Society of Australia

CY - Perth

T2 - Estimation of Risk Premium and Cost-of Carry models for currency futures contracts

Y2 - 1 January 1997

ER -