Effective spreading of currency futures : using the error correction model with intra-day data
by Asim Ghosh; Thomas M. Krueger
| Year of publication: |
1999
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|---|---|
| Authors: | Ghosh, Asim K. ; Krueger, Thomas M. |
| Published in: |
Journal of business and economic perspectives. - Martin, Tenn. : [Verlag nicht ermittelbar], ISSN 1528-5014, ZDB-ID 1179812-9. - Vol. 25.1999, 1, p. 15-23
|
| Subject: | Währungsderivat | Currency derivative | Kointegration | Cointegration | Arbitrage | USA | United States | 1997 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business and economic perspectives |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001495550