A pragmatic evaluation of the interconnection between currency futures return volatility, open interest and volume
In an efficiently functioning market, the exchange rate and return from the currency futures contract should be perfectly contemporaneously correlated. In this article, the authors investigated the interconnection between volatility and trading activity (open interest and volume) during January 2012...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
General Association of Economists from Romania
2021-03-01
|
| Series: | Theoretical and Applied Economics |
| Subjects: | |
| Online Access: |
http://store.ectap.ro/articole/1533.pdf
|