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

J.M. Sequeira, Michael Mcaleer

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	277-289
Journal	Applied Financial Economics
Volume	10
Publication status	Published - 2000

Cite this

@article{dbc500e97bca4d809c0a14d9150e0360,

title = "Testing the risk premium and cost-of-carry hypotheses for currency futures contracts",

author = "J.M. Sequeira and Michael Mcaleer",

year = "2000",

language = "English",

volume = "10",

pages = "277--289",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Routledge",

}