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

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