Intraday volatility in interest rate and foreign exchange spot and futures markets
Year of publication: |
1995
|
---|---|
Authors: | Crain, Susan J. |
Other Persons: | Lee, Jae-ha (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 15.1995, 4, p. 395-421
|
Subject: | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Europa | Europe | 1990-1993 |
-
Information and volatility in futures and spot markets : the case of the Japanese yen
Chatrath, Arjun, (1998)
-
Impact of macro-economic surprises on carry trade activity
Hutchison, Michael M., (2013)
-
Ishfaq, Muhammad, (2022)
- More ...
-
Crain, Susan J., (1996)
-
Stock index futures arbitrage and intraday tests of market efficiency
Lee, Jae-ha, (1988)
-
A transactions data analysis of arbitrage between index options and index futures
Lee, Jae-ha, (1993)
- More ...