The Random Walk Behavior of Foreign Exchange Futures Prices: Evidence from the Simex and CME

Author

David K. DING, Singapore Management UniversityFollow
Q. C. Chu
C. S. Pyun

Publication Type

Conference Paper

Publication Date

2-1996

Discipline

Asian Studies | Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

Chicago Board of Trade Asia-Pacific Futures Research Symposium, Singapore, February 1996

City or Country

Singapore

Citation

DING, David K.; Chu, Q. C.; and Pyun, C. S.. The Random Walk Behavior of Foreign Exchange Futures Prices: Evidence from the Simex and CME. (1996). Chicago Board of Trade Asia-Pacific Futures Research Symposium, Singapore, February 1996.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/761

Comments

Award for being one of the best submissions