Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets : a cross-country comparison
Kai-Li Wang; Christopher Fawson; Mei-Ling Chen; An-Chi Wu
| Year of publication: |
2014
|
|---|---|
| Authors: | Wang, Kai-Li ; Fawson, Christopher ; Chen, Mei-Ling ; Wu, An-Chi |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 27.2014, p. 115-137
|
| Subject: | Multivariate GMGARCH | Forward-directed currency markets | Währungsderivat | Currency derivative | Devisenmarkt | Foreign exchange market | Theorie | Theory | Welt | World | Wechselkurs | Exchange rate | Deutschland | Germany |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010499708