Efficient estimation and testing of alternative models of currency futures contracts
An efficient systems approach is used to estimate and test two alternative models regarding the pricing of Australian dollar futures contracts traded on the International Monetary Market of the Chicago Mercantile Exchange. Cointegrating relationships among the Australian dollar spot and futures pric...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2001
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/5034 |
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| Institution: | Singapore Management University |
| Language: | English |
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