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

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15 Citations (Scopus)

Original language	English
Pages (from-to)	127-136
Number of pages	10
Journal	Applied Financial Economics
Volume	11
Issue number	2
DOIs	https://doi.org/10.1080/096031001750071514
Publication status	Published - 1 Apr 2001

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

author = "P Wang and Ping Wang",

year = "2001",

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