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Information and volatility in futures and spot markets: The Case of the Japanese yen
Author(s) -
Chatrath Arjun,
Song Frank
Publication year - 1998
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199804)18:2<201::aid-fut5>3.0.co;2-v
Subject(s) - futures contract , volatility (finance) , library science , history , economics , computer science , financial economics