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:
Journal Article
Journal or Publication Title:
Journal of Banking and Finance
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
ID Code:
43429
Deposited By:
Deposited On:
11 Jul 2011 17:59
Refereed?:
Yes
Published?:
Published
Last Modified:
06 Jun 2020 01:58