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Inter-currency transmission of volatility in foreign exchange futures
Najand, Mohammad - In: The journal of futures markets 12 (1992) 6, pp. 609-620
Persistent link: https://www.econbiz.de/10001133909
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State space modeling of price and volume dependence : evidence from currency futures
McCarthy, Joseph - In: The journal of futures markets 13 (1993) 4, pp. 335-344
Persistent link: https://www.econbiz.de/10001145984
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Price dynamics among exchange rates, stock index, and treasury bonds in futures markets
Najand, Mohammad - In: Advances in investment analysis and portfolio … 4 (1997), pp. 65-76
Persistent link: https://www.econbiz.de/10001229803