Futures trading activity and predictable foreign exchange market movements

Journal of Banking and Finance

Volumn 28, Issue 5, 2004, Pages 1023-1041

  Wang, Changyun ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Currency futures; Hedging pressure; Return predictability; Risk premiums; Trading activity

Indexed keywords

EID: 1642338345     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(03)00047-5     Document Type: Article

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