Common Risk Factors in Currency Markets

http://rfs.oxfordjournals.org/content/early/2011/08/26/rfs.hhr068.full

Bibliographic Details
Main Authors: Roussano, Nikolai, Lustig, Hanno
Other Authors: Sloan School of Management
Format: Article
Language:en_US
Published: Oxford University Press on behalf of The Society for Financial Studies 2011
Online Access:http://hdl.handle.net/1721.1/66103
https://orcid.org/0000-0002-0319-5531