Volatility linkage among currency futures markets during US trading and non-trading periods

Hung-Gay Fung and Gary A. Patterson

Journal of Multinational Financial Management, 1999, vol. 9, issue 2, 129-153

Date: 1999
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Persistent link: https://EconPapers.repec.org/RePEc:eee:mulfin:v:9:y:1999:i:2:p:129-153

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