Cointegration, error-correction, and joint efficiency in forward and futures markets for major foreign currencies

✍ Scribed by Banamber Mishra; Matiur Rahman; Steve Caples

• Book ID: 116172821
• Publisher: Elsevier Science
• Year: 1992
• Tongue: English
• Weight: 829 KB
• Volume: 3
• Category: Article
• ISSN: 1044-0283
• DOI: 10.1016/1044-0283(92)90012-a