• 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
    26
  • 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