%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