AN ANALYSIS OF INTERTEMPORAL PRICING FOR FORWARD FOREIGN-EXCHANGE CONTRACTS

被引：0

|

作者：

HUANG, RD

机构：

来源：

JOURNAL OF FINANCE | 1989年 / 44卷 / 01期

关键词：

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：183 / 194

页数：12

相关论文

共 50 条

[1] THE PRICING OF FORWARD CONTRACTS FOR FOREIGN-EXCHANGE
KORAJCZYK, RA
JOURNAL OF POLITICAL ECONOMY, 1985, 93 (02) : 346 - 368
[2] TIME-VARYING BETAS AND RISK PREMIA IN THE PRICING OF FORWARD FOREIGN-EXCHANGE CONTRACTS
MARK, NC
JOURNAL OF FINANCIAL ECONOMICS, 1988, 22 (02) : 335 - 354
[3] DESIGNING SPREADS IN FORWARD EXCHANGE CONTRACTS AND FOREIGN-EXCHANGE FUTURES
ADLER, M
JOURNAL OF FUTURES MARKETS, 1983, 3 (04) : 355 - 368
[4] FOREIGN-EXCHANGE RATES AND JOURNAL PRICING
STRAUCH, B
STRAUCH, K
LIBRARY ACQUISITIONS-PRACTICE AND THEORY, 1989, 13 (04): : 417 - 422
[5] HEDGING FOREIGN-EXCHANGE RISK USING FORWARD FOREIGN-EXCHANGE MARKETS - AN EXTENSION
SWANSON, PE
CAPLES, SC
JOURNAL OF INTERNATIONAL BUSINESS STUDIES, 1987, 18 (01) : 75 - 82
[6] ON SHADOW PRICING LABOR AND FOREIGN-EXCHANGE
TOWER, E
PURSELL, GG
OXFORD ECONOMIC PAPERS-NEW SERIES, 1987, 39 (02): : 318 - 332
[7] THE PRICING OF CALL AND PUT OPTIONS ON FOREIGN-EXCHANGE
GRABBE, JO
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1983, 2 (03) : 239 - 253
[8] PURE FOREIGN-EXCHANGE ASSET PRICING MODEL
ROLL, R
SOLNIK, B
JOURNAL OF INTERNATIONAL ECONOMICS, 1977, 7 (02) : 161 - 179
[9] PREMIA IN FORWARD FOREIGN-EXCHANGE AS UNOBSERVED COMPONENTS
NIJMAN, TE
PALM, FC
WOLFF, CCP
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1993, 11 (03) : 361 - 365
[10] DETERMINANTS OF THE DIB-ASK SPREAD ON FORWARD FOREIGN-EXCHANGE CONTRACTS UNDER FLOATING EXCHANGE-RATES
CORNELL, WB
JOURNAL OF INTERNATIONAL BUSINESS STUDIES, 1978, 9 (02) : 33 - 41

← 1 2 3 4 5 →