The predictive performance of the currency futures basis for spot returns (Q5234299)
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scientific article; zbMATH DE number 7110424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The predictive performance of the currency futures basis for spot returns |
scientific article; zbMATH DE number 7110424 |
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The predictive performance of the currency futures basis for spot returns (English)
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26 September 2019
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currency spot returns
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futures basis
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out-of-sample forecasts
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time-varying predictability
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economic value
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time-varying risk premium
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