Equilibrium adjustment, basis risk and risk transmission in spot and forward foreign exchange markets

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

Original language	English
Pages (from-to)	127-136
Number of pages	0
Journal	Applied Financial Economics
Volume	11
Issue number	2
DOIs	https://doi.org/10.1080/096031001750071514
Publication status	Published - Apr 2001

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@article{065b9d2951ca400e87a7ea037e261b97,

title = "Equilibrium adjustment, basis risk and risk transmission in spot and forward foreign exchange markets",

author = "P Wang and P Wang",

year = "2001",

month = apr,

doi = "10.1080/096031001750071514",

language = "English",

volume = "11",

pages = "127--136",

journal = "Applied Financial Economics",

issn = "0960-3107",

publisher = "Taylor and Francis Ltd.",

number = "2",

}