Trading activities and price discovery in foreign currency futures markets
Year of publication: |
May 2016
|
---|---|
Authors: | Chen, Yu-Lun ; Gau, Yin-feng ; Liao, Wen-Ju |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 46.2016, 4, p. 792-818
|
Subject: | Price discovery | Currency futures | Speculation | Hedging | Commitments of Traders (COT) | Währungsderivat | Currency derivative | Spekulation | Derivat | Derivative | Währungsspekulation | Currency speculation | Rohstoffderivat | Commodity derivative |
-
On speculators and hedgers in currency futures markets : who leads whom?
Röthig, Andreas, (2011)
-
Trading strategies in currency markets
Abdel Zaher, Angie, (2020)
-
Are key market players in currency derivatives markets affected by financial conditions?
Gurrib, Ikhlaas, (2018)
- More ...
-
The predictability of excess returns in the emerging bond markets
Gau, Yin-feng, (2012)
-
The predictability of excess returns in the emerging bond markets
Gau, Yin-Feng, (2012)
-
The predictability of excess returns in the emerging bond markets
Gau, Yin-Feng, (2012)
- More ...