Autoregressiveness in Foreign Exchange Futures and the Risk-Minimizing Hedge: Findings from the Singapore International Monetary Exchange

Author

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

Publication Type

Conference Paper

Publication Date

10-1992

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Finance

Publication

Financial Management Association Annual Meeting, San Francisco, October 1992

City or Country

San Francisco, CA, USA

Citation

DING, David K. and Pyun, C. S.. Autoregressiveness in Foreign Exchange Futures and the Risk-Minimizing Hedge: Findings from the Singapore International Monetary Exchange. (1992). Financial Management Association Annual Meeting, San Francisco, October 1992.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/766