Information flow between forward and spot markets : evidence from the Chinese Renminbi
Year of publication: |
July 2016
|
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Authors: | Tong, Jiadong ; Wang, Zijun ; Yang, Jian |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 7, p. 695-718
|
Subject: | Wechselkurs | Exchange rate | Renminbi | US-Dollar | US dollar | Währungsderivat | Currency derivative | Zinsstruktur | Yield curve | Spotmarkt | Spot market | USA | United States | China | 2005-2013 |
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