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Risks and returns in international currency futures

✍ Scribed by G. N. Naidu; Tai S. Shin


Book ID
112728394
Publisher
Springer US
Year
1980
Tongue
English
Weight
377 KB
Volume
8
Category
Article
ISSN
0197-4254

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Risk–return relationships in foreign-cur
✍ Li-Ming Han; Onem Ozocak 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 217 KB

## Abstract This study uses the tick data for foreign‐currency futures to examine risk–return relationships on macroeconomic announcements. This study—different from previous studies—examines the risk–return relationship by capturing the announcement effect on returns with announcement surprises an