Characterizing information flows among spot, deliverable forward and non-deliverable forward exchange rate markets: A cross-country comparison
Year of publication: |
2014
|
---|---|
Authors: | Wang, Kai-Li ; Fawson, Christopher ; Chen, Mei-Ling ; Wu, An-Chi |
Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 27.2014, C, p. 115-137
|
Publisher: |
Elsevier |
Subject: | Multivariate GMGARCH | Forward-directed currency markets |
-
Wang, Kai-Li, (2014)
-
Tail-dependence in stock-return pairs
Fortin, Ines, (2002)
-
High and low frequency correlations in global equity markets
Engle, Robert, (2009)
- More ...
-
Wang, Kai-Li, (2014)
-
Chen, Mei-ling, (2009)
-
Chen, Mei-Ling, (2007)
- More ...