Open AccessAn Empirical Analysis on the Lead-Lag Relationship between Foreign Exchange Futures Market and Spot Market
Author(s) -
설성군,
Se-Won Park
Publication year - 2011
Publication title -
the journal of international trade and commerce
Language(s) - English
Resource type - Journals
eISSN - 2384-1958
pISSN - 1738-8112
DOI - 10.16980/jitc.7.1.201103.369
Subject(s) - futures contract , futures market , lead–lag compensator , lag , foreign exchange market , economics , foreign exchange , econometrics , spot market , lead (geology) , spot contract , financial economics , monetary economics , business , computer science , engineering , electricity , computer network , electrical engineering , control engineering , geomorphology , geology
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