Interlinkages in Asia-Pacific Non-Deliverable Forward (NDF) Markets (A Comparison Between Pre and Post Currency Futures Era)

Journal of Stock & Forex Trading
doi 10.4172/2168-9458.1000143
Full Text
Abstract

Available in full text

Date
Authors
Publisher

OMICS Publishing Group

Related search

FX Counterparty Risk and Trading Activity in Currency Forward and Futures Markets

2012English

Interlinkages Between Indian and Chinese Stock Markets

International Journal of Management Studies
2018English

Hedgers, Speculators and Forward Markets: Evidence From Currency Markets

Environmental Modelling and Software
Ecological ModelingEnvironmental EngineeringSoftware
2006English

Accounting for Forward Rates in Markets for Foreign Currency

1990English

U.S. And Asia Pacific Equity Markets Causality Test

International Journal of Business and Management
2010English

Asia-Pacific Food Markets and Trade in 2005: A Global, Economy-Wide Perspective

Australian Journal of Agricultural and Resource Economics
AgriculturalEconomicsEconometricsBiological Sciences
1997English

Monetary Policy Strategies in the Asia and Pacific Region: Which Way Forward?

English

Informational Dependency Between Spot and Futures Markets: Evidence From Turkish Foreign Exchange Markets

Journal of Derivatives & Hedge Funds
2013English

AIDS-related and Non-Aids-Related Mortality in the Asia-Pacific Region in the Era of Combination Antiretroviral Treatment

AIDS
Infectious DiseasesAllergyImmunology
2009English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy