Informational dependency between spot and futures markets : evidence from Turkish foreign exchange markets
Yen-hsian Lee; Alper Ozun
| Year of publication: |
2013
|
|---|---|
| Authors: | Lee, Yen-hsian ; Ozun, Alper |
| Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 19.2013, 2, p. 99-108
|
| Subject: | CTAs | asymmetric pricing | Turkish futures markets | price transmission | forecasting | trading in emerging markets | informational dependency | Türkei | Turkey | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | Volatilität | Volatility | Kointegration | Cointegration | Rohstoffderivat | Commodity derivative | Spotmarkt | Spot market | Derivat | Derivative | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Warenbörse | Commodity exchange | Preis | Price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010209490