Trading Behaviors among Major Players in the USD Currency Futures Markets: Evidence from South Korea

碩士 === 國立臺北大學 === 企業管理學系 === 97 === The principal purpose of this study is to investigate the behaviors of major traders (investment companies, banks, and foreigners) and return volatility of Won/US futures in the South Korea currency market. The daily data used in this study cover the period from J...

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Bibliographic Details
Main Authors: Kuo Po-Cheng, 郭柏成
Other Authors: Chen Dar-Hsin
Format: Others
Language:en_US
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/36078023577369830886