The relationship between futures trading activity and exchange rate volatility, revisited

Journal of Multinational Financial Management

Volumn 17, Issue 2, 2007, Pages 95-111

  Bhargava, Vivek ^a   Malhotra, D K ^b  

^a ALCORN STATE UNIVERSITY   (United States)

^b THOMAS JEFFERSON UNIVERSITY   (United States)

Author keywords

Exchange rate volatility; Futures trading activity; Volume volatility relation

Indexed keywords

EID: 33847046733     PISSN: 1042444X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mulfin.2006.05.001     Document Type: Article

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