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Korean Journal of Financial Studies 2005;34(4):1-28.
Published online December 31, 2005.
Unbiased Expectations Hypothesis and Price Discovery Performance in Korean Currency Futures Market
Seok Kyu Kang, Tae Hyuk Kim
한국 통화선물시장의 불편기대가설과 가격발견성과
강석규, 김태혁
Key Words: 가격발견기능,공적분 분석,달러 선물가격,불편기대가설,원,통화선물시장,Cointegration analysis,Pricediscovery function,Unbiased expectations hypothesis,Won-dollar futures,Won-dollar spot rate


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