Major Currency ETFs and Their Associated Spot and Futures Rates Article

Padungsaksawasdi, Chaiyuth, Parhizgari, Ali. (2017). Major Currency ETFs and Their Associated Spot and Futures Rates . REVIEW OF PACIFIC BASIN FINANCIAL MARKETS AND POLICIES, 20(4), 10.1142/S0219091517500266

keywords

  • Business & Economics
  • Business, Finance
  • CASH MARKET
  • Currency investment
  • DJIA INDEX
  • FOREIGN-EXCHANGE MARKET
  • INDEX FUTURES
  • INFORMATION
  • INTRADAY PRICE DISCOVERY
  • LEAD-LAG RELATIONSHIP
  • STOCK INDEX
  • Social Sciences
  • TRADING COSTS
  • VOLATILITY SPILLOVERS
  • exchange rate
  • information shares
  • price discovery
  • turbulent and tranquil periods

Digital Object Identifier (DOI)

publisher

  • WORLD SCIENTIFIC PUBL CO PTE LTD

volume

  • 20

issue

  • 4