๐”– Bobbio Scriptorium
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Empirical regularities in black markets for currency

โœ Scribed by W. Patton Culbertson


Book ID
113326976
Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
979 KB
Volume
17
Category
Article
ISSN
0305-750X

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โœ Chu-Sheng Tai ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 326 KB

## Abstract This article tests whether there are pure contagion effects in both conditional means and volatilities among British pound, Canadian dollar, Deutsche mark, and Swiss franc futures markets during the 1992 ERM crisis. A conditional version of international capital asset pricing model (ICA