## Abstract This article investigates the effects of the spotβfutures spread on the return and risk structure in currency markets. With the use of a bivariate dynamic conditional correlation GARCH framework, evidence is found of asymmetric effects of positive and negative spreads on the return and
β¦ LIBER β¦
Spread volume for currency futures
β Scribed by Robert T. Daigler
- Book ID
- 110659967
- Publisher
- Springer US
- Year
- 2007
- Tongue
- English
- Weight
- 562 KB
- Volume
- 31
- Category
- Article
- ISSN
- 1055-0925
No coin nor oath required. For personal study only.
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We wish to acknowledge that this article has benefited from the careful, detailed, and in-depth comments we received from an anonymous reviewer.
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