Information and volatility in futures and spot markets: The Case of the Japanese yen
| Year of publication: |
1998
|
|---|---|
| Authors: | Chatrath, Arjun ; Song, Frank |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 18.1998, 2, p. 201-223
|
| Publisher: |
John Wiley & Sons, Ltd. |