Price Expectation and Pricing Models of Foreign Currency Futures
碩士 === 國立高雄第一科技大學 === 金融營運所 === 93 === This paper analyzes daily data on the Swiss franc, Euro dollar, Japanese yen, and British pound futures contracts traded on the International Monetary Market (IMM) of the Chicago Mercantile Exchange over the interval from January 1996 to September 2004. The p...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/59223255662664063794 |