## 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
β¦ LIBER β¦
Looking for Spot in the Presence of Futures
β Scribed by Krishna Ramaswamy; Patrick Waldron
- Book ID
- 111084574
- Publisher
- John Wiley and Sons
- Year
- 2003
- Tongue
- English
- Weight
- 165 KB
- Volume
- 4
- Category
- Article
- ISSN
- 1369-412X
No coin nor oath required. For personal study only.
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