Memories, heteroscedasticity, and price limit in currency futures markets
Year of publication: |
1992
|
---|---|
Authors: | Kao, G. W. |
Other Persons: | Ma, Christopher K. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 12.1992, 6, p. 679-692
|
Subject: | Währungsderivat | Currency derivative | 1979-1987 |
-
Siegel's paradox and the pricing of currency options
Dumas, Bernard, (1993)
-
Structural changes in foreign exchange markets
Akiba, Hiroya, (1994)
-
Foreign exchange portfolio management : some background notes
Fres-Felix, Maria L., (1989)
- More ...
-
Alternative bond market indexes
Reilly, Frank K., (1992)
-
One-time cash flow announcements and free cash-flow theory : share repurchases and special dividends
Howe, Keith M., (1992)
-
The effect of call-option-listing announcement on shareholder wealth
Rao, Ramesh P., (1987)
- More ...