مرکز منطقه ای اطلاع رساني علوم و فناوري - Interdependence and dynamics in currency futures markets: A multivariate analysis of intraday data

Title of article :

Interdependence and dynamics in currency futures markets: A multivariate analysis of intraday data

Author/Authors :

Elyas Elyasiani، نويسنده , , Ahmet E. Kocagil، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

1161

To page :

1186

Keywords :

cointegration , Foreign currencies , Intraday data

Journal title :

Journal of Banking and Finance

Serial Year :

2001

Journal title :

Journal of Banking and Finance

Record number :

193282

Link To Document :