Evidence of information transmission across currency futures markets using frequency domain tests
Year of publication: |
July 2016
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Authors: | Kumar, Satish |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 37.2016, p. 319-327
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Subject: | Currency futures | Information transmission | Spillover | Frequency domain | Währungsderivat | Currency derivative | Spillover-Effekt | Spillover effect | Informationsverbreitung | Information dissemination | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory |
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