Showing 228,421 - 228,430 of 232,503
Persistent link: https://www.econbiz.de/10014305172
Persistent link: https://www.econbiz.de/10014305204
Persistent link: https://www.econbiz.de/10014305544
Persistent link: https://www.econbiz.de/10014305565
Persistent link: https://www.econbiz.de/10014305568
Persistent link: https://www.econbiz.de/10014305620
Persistent link: https://www.econbiz.de/10014305677
Persistent link: https://www.econbiz.de/10014305730
This paper studies price discovery in Nikkei 225 markets through the nonlinear smooth transition price adjustments between spot and future prices and across all three futures markets. We test for smooth transition nonlinearity and employ an exponential smooth transition error correction model...
Persistent link: https://www.econbiz.de/10014305752
Persistent link: https://www.econbiz.de/10014305793