Econometric modelling of long run relationships in the Singapore currency futures market
The paper investigates the existence of long-run relationships among settlement prices of the three major currency futures, namely Duetsche Mark, Japanese Yen and British Pound, in the currency futures market of the Singapore International Monetary Exchange. Tests of cointegration and vector autoreg...
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| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
1997
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| 在線閱讀: | https://ink.library.smu.edu.sg/lkcsb_research/5059 |
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