Unit Root and Cointegration Tests for Foreign Exchange Futures: Evidence 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
1994
|
Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/1181 https://worldcat.org/isbn/1-55938-780-7 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Similar Items
-
Unit Root and Cointegration Test for Foreign Exchange Futures: Evidence from the Singapore International Monetary Exchange
by: DING, David K., et al.
Published: (1992) -
Unit Root Tests for Foreign Exchange Futures: Evidence from the Singapore International Monetary Exchange
by: DING, David K., et al.
Published: (1991) -
Autoregressiveness in Foreign Exchange Futures and the Risk-Minimizing Hedge: Findings from the Singapore International Monetary Exchange
by: DING, David K., et al.
Published: (1992) -
Interday Tests of Random Walk in the Foreign Exchange Futures Market
by: CHU, Q. C., et al.
Published: (1993) -
Bid-Ask Bounce and Spreads in Foreign Exchange Futures Market
by: DING, David K., et al.
Published: (1996)