Spread and volatility in spot and forward exchange rates
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V9S-45N4YG2-1F&_user=9244534&_coverDate=06%2F30%2F1994&_rdoc=1&_fmt=high&_orig=gateway&_origin=gateway&_sort=d&_docanchor=&view=c&_searchStrId=1737171624&_rerunOrigin=google&_acct=C000010978&_version=1&_urlVersion=0&_userid=9244534&md5=094a9c90c25f03adb05ee7690cde84eb&searchtype=a
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