학술논문
An Examination of Information Flows between the Spot Exchange Market and the Currency Futures Market
이용수 4
- 영문명
- An Examination of Information Flows between the Spot Exchange Market and the Currency Futures Market
- 발행기관
- 한국공공정책학회
- 저자명
- Inchul Kim Kyoung-Ae An
- 간행물 정보
- 『공공정책연구』공공정책연구 제19호, 61~89쪽, 전체 29쪽
- 주제분류
- 사회과학 > 정책학
- 파일형태
- 발행일자
- 2005.12.01
6,280원
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국문 초록
영문 초록
Taking into account of the currency futures among the financial derivatives in Korea, we try to find out how the introduction of the currency futures market affect the spot exchange rate. Also we try to find out whether or not the foreign exchange market is operating more efficiently with the introduction of the currency futures. Furthermore, we use the trading volume and market depth of the currency futures. A dynamic analysis about the relationship with the spot exchange rate will be processed in order to study the speed of the information spillover effect. Relating to international trade, we analyze the speed of information transmission and the degree of integration with the foreign market. To test the relationship between the futures market and the spot market, we examine the volatility of the spot market before and after the introduction of the currency futures market.
목차
Abstract
Ⅰ. Introduction
Ⅱ. The Literature Survey
Ⅲ. The Effect of the U.S. Dollar Futures
Ⅳ. The Spot Rate Volatility and the Dollar Futures
Ⅴ. Summary and Conclusion
References
키워드
해당간행물 수록 논문
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- Questioning the Appropriateness of the Release of "The X-File : an Examination of the Reform of the National Information Agency"
- Are Neighbors Scapegoats? Diversionary Theory and China's External Use of Force between 1978 and 2001
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