Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets : a cross-country comparison
Year of publication: |
2014
|
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Authors: | Wang, Kai-Li ; Fawson, Christopher ; Chen, Mei-Ling ; Wu, An-Chi |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 27.2014, p. 115-137
|
Subject: | Multivariate GMGARCH | Forward-directed currency markets | Währungsderivat | Currency derivative | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Theorie | Theory | Welt | World |
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