Woradee Jongadsayakul - In: Risks : open access journal 12 (2024) 9, pp. 1-13
. The empirical results provide no evidence that the trading volume of EUR/USD futures is dependent on the past trading … consistent with the sign results of the VAR(2) model, showing that the USD/JPY futures trading volume has a negative impact on … the USD/THB futures trading volume, and vice versa. The analysis of variance decomposition shows that the variability of …