%0 Journal Article %T Pricing Implications of Covariances and Spreads in Currency Markets %A Maurer, Thomas %A Tô, Thuy-Duong %A Tran, Ngoc-Khanh %J The Review of Asset Pricing Studies %V 12 %N 1 %P 336-388 %@ 2045-9920 %D 2021-07-21 %I Oxford University Press %~ DeepDyve