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

Authors

Hung-Gay Fung
Gary A. PattersonFollow

SelectedWorks Author Profiles:

Gary A. Patterson

Document Type

Presentation

Publication Date

1997

Comments

Citation only.

Language

en_US

Publisher

Southern Finance Association

Recommended Citation

Fung, H.-G. & Patterson, G.A. (1997). Volatility linkage among currency futures markets during trading and non-trading periods. Paper presented at the Southern Finance Association conference, Baltimore, MD, November 1997.

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.