Tests of Unbiasedness in the Foreign Exchange Futures Markets: An Examination of Price Limits and Conditional Heteroscedasticity

1993 ◽  
Vol 66 (3) ◽  
pp. 463 ◽  
Author(s):  
Laura E. Kodres
Keyword(s):  
Foreign Exchange ◽  
Futures Markets ◽  
Price Limits ◽  
Conditional Heteroscedasticity ◽  
Foreign Exchange Futures

The efficiency of foreign exchange futures markets in turbulent and non-turbulent periods

1987 ◽  
Vol 7 (3) ◽  
pp. 245-267 ◽  
Author(s):  
Debra Glassman
Keyword(s):  
Foreign Exchange ◽  
Futures Markets ◽  
Foreign Exchange Futures

Concentrated trading in the foreign exchange futures markets: Discretionary liquidity trading or market closure?

1998 ◽  
Vol 18 (3) ◽  
pp. 343-362 ◽  
Author(s):  
Michael F. Ferguson ◽  
Steven C. Mann ◽  
Leonard J. Schneck
Keyword(s):  
Foreign Exchange ◽  
Futures Markets ◽  
Liquidity Trading ◽  
Foreign Exchange Futures

The effectiveness of position limits: Evidence from the foreign exchange futures markets

2013 ◽  
Vol 37 (11) ◽  
pp. 4501-4509 ◽  
Author(s):  
Ya-Kai Chang ◽  
Yu-Lun Chen ◽  
Robin K. Chou ◽  
Yin-Feng Gau
Keyword(s):  
Foreign Exchange ◽  
Futures Markets ◽  
Foreign Exchange Futures

Price volatility and margin requirements in foreign exchange futures markets

1992 ◽  
Vol 11 (4) ◽  
pp. 328-339 ◽  
Author(s):  
Lawrence G. Goldberg ◽  
George A. Hachey
Keyword(s):  
Foreign Exchange ◽  
Futures Markets ◽  
Price Volatility ◽  
Margin Requirements ◽  
Foreign Exchange Futures

Rational price limits in futures markets: tests of a simple optimizing model

1994 ◽  
Vol 4 (1) ◽  
pp. 93-108 ◽  
Author(s):  
Lucy F. Ackert ◽  
William C. Hunter
Keyword(s):  
Futures Markets ◽  
Price Limits ◽  
Optimizing Model

Foreign Exchange Futures, Forwards, and Swaps

2012 ◽  
pp. 623-645 ◽  
Author(s):  
Naohiko Baba ◽  
Yuji Sakurai ◽  
Frank Packer
Keyword(s):  
Foreign Exchange ◽  
Foreign Exchange Futures
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