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Volatility linkage among currency futures markets during US trading and non-trading periods

, and . Journal of Multinational Financial Management, 9 (2): 129--153 (Mar 1, 1999)

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Evidence of predictability in the cross-section of bank stock returns, , and . Journal of Banking & Finance, 27 (5): 817--850 (May 2003)The dynamic relationship of volatility, volume, and market depth in currency futures markets, and . Journal of International Financial Markets, Institutions and Money, 9 (1): 33--59 (January 1999)Volatility linkage among currency futures markets during US trading and non-trading periods, and . Journal of Multinational Financial Management, 9 (2): 129--153 (Mar 1, 1999)