| The predictive performance of the currency futures basis for spot returns | |
| Han, Liyan; Jiang, Xue; Yin, Libo | |
| 刊名 | QUANTITATIVE FINANCE
 |
| 2019 | |
| 卷号 | 19页码:391-405 |
| 关键词 | Currency spot returns Futures basis Out-of-sample forecasts Time-varying predictability Economic value Time-varying risk premium |
| ISSN号 | 1469-7688 |
| DOI | 10.1080/14697688.2018.1492144 |
| URL标识 | 查看原文 |
| 收录类别 | SCIE ; SSCI |
| WOS记录号 | WOS:000458314100003 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/5921765 |
| 专题 | 北京航空航天大学 |
| 推荐引用方式 GB/T 7714 | Han, Liyan,Jiang, Xue,Yin, Libo. The predictive performance of the currency futures basis for spot returns[J]. QUANTITATIVE FINANCE,2019,19:391-405. |
| APA | Han, Liyan,Jiang, Xue,&Yin, Libo.(2019).The predictive performance of the currency futures basis for spot returns.QUANTITATIVE FINANCE,19,391-405. |
| MLA | Han, Liyan,et al."The predictive performance of the currency futures basis for spot returns".QUANTITATIVE FINANCE 19(2019):391-405. |
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