Volume and Volatility in Foreign Currency Futures Markets

• 1 January 1998
• journal article
• Published by Springer Nature in Review of Quantitative Finance and Accounting
• Vol. 10  (3) , 285-302
• https://doi.org/10.1023/a:1008253718001

Abstract

Keywords

• VOLATILITY
• PRICE
• CURRENCY FUTURES
• TRADING VOLUME CHANGES
• FREQUENCY
• MONTHLY