Intertemporal price volatility of foreig
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Robert M. Eldridge
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Article
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1984
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John Wiley and Sons
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English
โ 412 KB
๐ 1 views
is article examines one facet cif the foreign currency futures markets: The T" impact on price volatility of foreign currency futures traded on the International Monetary Market (IMM) caused by European participants taking positionsquaring actions at the end of their business day, which precedes the