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The currency futures market and interbank foreign exchange trading

Eric V. Clifton

Journal of Futures Markets · 1985 · 29 citations · 2 references

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BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsInternational FinanceCurrency DerivativesForeign Exchange ManagementForeign Exchange MarketsForeign Exchange RiskFutures MarketsInternational Financial MarketsForeign Exchange Futures PricingForeign Exchange Market OperationsFutures Market RiskFutures Market StructureFutures Market Volatility

References

2

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

Social Sciences, Economics, Causal Inference +8

Small Sample Properties of Three Tests for Granger-Causal Ordering in a Bivariate Stochastic System

David K. Guilkey, Michael K. Salemi · The Review of Economics and Statistics · 1982 · 244 citations

Social Sciences, Economics, Causal Inference +14