Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient

Angelos Kanas () and Christos Ioannidis

Journal of Economics and Finance, 2012, vol. 36, issue 1, 148-161

Keywords: Spot; Forward; Peso Problem; Long-Run Correlation Coefficient; F30; F31; C32 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s12197-010-9135-x

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