Trade friction and price discovery in the USD-CAD spot and forward markets
Year of publication: |
2022
|
---|---|
Authors: | Yan, Meng ; Chen, Jian ; Song, Victor ; Xu, Ke |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 59.2022, p. 1-13
|
Subject: | Foreign exchange market | Fractional cointegration | Price discovery | Trade friction | Devisenmarkt | Kointegration | Cointegration | Währungsderivat | Currency derivative | Börsenkurs | Share price | Derivat | Derivative |
-
Cointegration between Spot and Future Prices of Major Currencies Traded in India
Palaniappan Shanmugam, Velmurugan, (2017)
-
Lee, Yen-hsian, (2013)
-
Der heimliche Raubzug : wie Geldhändler die Notenbanken ausplündern
Millman, Gregory J., (1995)
- More ...
-
Fractional cointegration in bitcoin spot and futures markets
Wu, Jinghong, (2021)
-
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke, (2024)
-
Client importance, bank risk, and systemic risk
Li, Li, (2018)
- More ...