The International Transmission of Information in Eurodollar Futures Markets: A Continuously Trading Market Hypothesis

Yiuman Tse

doi:10.1016/0261-5606(96)00011-3

The International Transmission of Information in Eurodollar Futures Markets: A Continuously Trading Market Hypothesis

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of International Money and Finance
Volume	15
DOIs	https://doi.org/10.1016/0261-5606(96)00011-3
State	Published - 1996

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Business

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title = "The International Transmission of Information in Eurodollar Futures Markets: A Continuously Trading Market Hypothesis",

author = "Yiuman Tse",

note = "This paper studies the transmission of information in three Eurodollar futures markets, the IMM, SIMEX and LIFFE. The results show that relevant infor...",

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language = "American English",

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journal = "Journal of International Money and Finance",

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PY - 1996

Y1 - 1996

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VL - 15

JO - Journal of International Money and Finance

JF - Journal of International Money and Finance

ER -

The International Transmission of Information in Eurodollar Futures Markets: A Continuously Trading Market Hypothesis

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