𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Simulation of Alternative Futures in U.S. Farm Size

✍ Scribed by Raymond Joe Schatzer, Roland K. Roberts and Earl O. Heady


Book ID
125087172
Publisher
Blackwell Publishing
Year
1983
Weight
926 KB
Volume
5
Category
Article
ISSN
0191-9016

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Information Role of U.S. Futures Trading
✍ Hung-Gay Fung; Wai K. Leung; Xiaoqing Eleanor Xu πŸ“‚ Article πŸ“… 2001 πŸ› John Wiley and Sons 🌐 English βš– 130 KB

## Abstract Using a bivariate, asymmetric generalized autoregressive conditional heteroskedasticity model, we examine the patterns of information flows for three financial futures contracts that are dual‐listed on U.S. and Asian markets (i.e., Nikkei 225 Index, Eurodollar, and dollar–yen currency f