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Pricing of foreign exchange rate and interest rate risks using short to long horizon returns

Lookup NU author(s): Dr Chen SuORCiD



This work is licensed under a Creative Commons Attribution 4.0 International License (CC BY 4.0).

Publication metadata

Author(s): Joseph NL, Su C, Huang W, Lai B

Publication type: Article

Publication status: Published

Journal: The European Journal of Finance

Year: 2021

Volume: 27

Issue: 17

Pages: 1684-1713

Online publication date: 24/05/2021

Acceptance date: 16/03/2021

Date deposited: 12/05/2021

ISSN (print): 1351-847X

ISSN (electronic): 1466-4364

Publisher: Taylor & Francis


DOI: 10.1080/1351847X.2021.1927127


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