Interdependence and dynamics in currency future markets : a multivariate analysis of intraday data
Year of publication: |
2001
|
---|---|
Authors: | Elyasiani, Elyas ; Kocagil, Ahmet Enis |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 25.2001, 6, p. 1161-1186
|
Subject: | Währungsderivat | Currency derivative | Kointegration | Cointegration | Welt | World | 1984-1996 |
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