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Inter‐currency transmission of volatility in Foreign exchange futures
Author(s) -
Najand Mohammad,
Rahman Hamid,
Yung Kenneth
Publication year - 1992
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/fut.3990120602
Subject(s) - dominion , futures contract , currency , management , library science , computer science , business , economics , finance , political science , law , monetary economics