Econometric modelling of long-run relationships in the Singapore currency futures market
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DOI: 10.1016/S0378-4754(97)00027-X
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Cited by:
- John Sequeira & MICHAEL McALEER, 2000. "Testing the risk premium and cost-of-carry hypotheses for currency futures contracts," Applied Financial Economics, Taylor & Francis Journals, vol. 10(3), pages 277-289.
- Sequeira, John M. & McAleer, Michael & Chow, Ying-Foon, 1999. "Estimation of alternative pricing models for currency futures contracts," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 48(4), pages 519-530.
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