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Conditional volatility and the informational efficiency of the PHLX currency options markets

Xu, X and Taylor, S J (1995) Conditional volatility and the informational efficiency of the PHLX currency options markets. Journal of Banking and Finance, 19. pp. 803-821. ISSN 0378-4266

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Item Type: Article
Journal or Publication Title: Journal of Banking and Finance
Subjects: UNSPECIFIED
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 43429
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 18:59
Refereed?: Yes
Published?: Published
Last Modified: 26 Jul 2012 18:47
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/43429

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