Interdependence and dynamics in currency futures markets: A multivariate analysis of intraday data
| Year of publication: |
2001
|
|---|---|
| Authors: | Elyasiani, Elyas ; Kocagil, Ahmet E. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 25.2001, 6, p. 1161-1186
|
| Publisher: |
Elsevier |