Foreign Exchange Futures: Patterns of Implied Bid-Ask Spreads and Volatility Using Transactions Data

Author

David K. DING, Singapore Management UniversityFollow

Publication Type

Conference Paper

Publication Date

1992

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

South Central Finance Workshop, Birmingham, February 1992

City or Country

Birmingham, AL

Citation

DING, David K.. Foreign Exchange Futures: Patterns of Implied Bid-Ask Spreads and Volatility Using Transactions Data. (1992). South Central Finance Workshop, Birmingham, February 1992.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1224