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International transmission of information: evidence from the Euroyen and Eurodollar futures markets

  • Tse, Yiuman
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    File URL: http://www.sciencedirect.com/science/article/pii/S0261-5606(98)00034-5
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    Article provided by Elsevier in its journal Journal of International Money and Finance.

    Volume (Year): 17 (1998)
    Issue (Month): 6 (December)
    Pages: 909-929

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    Handle: RePEc:eee:jimfin:v:17:y:1998:i:6:p:909-929
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30443

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    23. Tse, Yiuman & Lee, Tae-Hwy & Booth, G. Geoffrey, 1996. "The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis," Journal of International Money and Finance, Elsevier, vol. 15(3), pages 447-465, June.
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