Speculation and hedging in the currency futures markets : are they informative to the spot exchange rates
Year of publication: |
2012
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Authors: | Tornell, Aaron ; Yuan, Chunming |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 32.2012, 2, p. 122-151
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Subject: | Mexican Peso | Währungsderivat | Currency derivative | Spekulation | Speculation | Hedging | Informationswert | Information value | Euro | Pfund Sterling | Pound Sterling | Yen | 1992-2008 |
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