Time series analysis of settlement prices for individual currency futures in Singapore
This paper investigates the efficiency of the currency futures market in the Singapore International Monetary Exchange. The weak sense of market efficiency is tested, with the random walk model being used as the benchmark for comparing univariate models fitted to the three major currency futures, na...
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| المؤلف الرئيسي: | |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
1996
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/lkcsb_research/5078 |
| الوسوم: |
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