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 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

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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