๐”– Bobbio Scriptorium
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The Intertemporal Relationship Between the Currency Spot Market and the Currency Option Market

โœ Scribed by Ming-Shiun Pan; Ralph T. Hocking; Hong K. Rim

Book ID
108567631
Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
571 KB
Volume
23
Category
Article
ISSN
0306-686X

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๐Ÿ“œ SIMILAR VOLUMES

Empirical tests of the efficiency of the
Empirical tests of the efficiency of the currency futures options market
โœ Joseph P. Ogden; Alan L. Tucker ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 425 KB ๐Ÿ‘ 1 views

his study investigates empirically the efficiency of the currency futures T options market, Synchronous transactions data are used to test six arbitrage pricing conditions applicable to American futures options. Results support market efficiency for the period studied; few violations of these condit

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The hedging effectiveness of currency futures markets
โœ Dr. Charles Dale ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 751 KB

ntil very recently, commodity futures markets were largely ignored by the U vast majority of economists. At the same time, markets for foreign currencies were studied by only a relative handful of specialists in international trade and finance. This article describes an area which overlaps the two v