Dynamic information spillovers in intraregionally-focused spot and forward currency markets
Xi Wang, Jiao-Hui Yang, Kai-Li Wang, Christopher Fawson
| Year of publication: |
March 2017
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|---|---|
| Authors: | Wang, Xi ; Yang, Jiao-Hui ; Wang, Kai-Li ; Fawson, Christopher |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 71.2017, p. 78-110
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| Subject: | Regionally differentiated cross-currency effects | DF and NDF currency markets | Term structure | Devisenmarkt | Foreign exchange market | Zinsstruktur | Yield curve | Währungsderivat | Currency derivative | Theorie | Theory | Spillover-Effekt | Spillover effect | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2016.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011787670