Inter-currency transmission of volatility in foreign exchange futures
Mohammad Najand ; Hamid Rahman ; Kenneth Yung
| Year of publication: |
1992
|
|---|---|
| Authors: | Najand, Mohammad |
| Other Persons: | Rahman, Hamid (contributor) ; Yung, Kenneth (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 12.1992, 6, p. 609-620
|
| Subject: | Währungsderivat | Currency derivative | Zeitreihenanalyse | Time series analysis | 1980-1989 |
| 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/10001133909