Title of article :
Information transmission and spillover in currency markets: A generalized variance decomposition analysis
Author/Authors :
Elyas Elyasiani، نويسنده , , Ahmet E. Kocagil، نويسنده , , Iqbal Mansur، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Currency futures , Intraday , Generalized variance decomposition
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance