Autoregressiveness in Foreign Exchange Futures and the Risk-Minimizing Hedge: Findings from the Singapore International Monetary Exchange
Saved in:
Main Authors: | DING, David K., Pyun, C. S. |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
1992
|
Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/766 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
Unit Root Tests for Foreign Exchange Futures: Evidence from the Singapore International Monetary Exchange
by: DING, David K., et al.
Published: (1991) -
Unit Root and Cointegration Test for Foreign Exchange Futures: Evidence from the Singapore International Monetary Exchange
by: DING, David K., et al.
Published: (1992) -
The Opening Price Behavior: Foreign Exchange Futures Market Versus Equity Market
by: CHU, Quentin C., et al.
Published: (1997) -
The Random Walk Behavior of Foreign Exchange Futures Prices: Evidence from the Simex and CME
by: DING, David K., et al.
Published: (1996) -
Foreign Exchange Futures: Estimation and Patterns of Intraday Bid-Ask Spreads and Volatility
by: DING, David K.
Published: (1992)