国际货币现货与期权市场联系研究

Research on the Linkage between Spot Market and Future Market of International Currency

国际货币现货与期权市场联系研究高尔康ＡＢＳＴＲＡＣＴＢｙｔｈｅｍｅｔｈｏｄｏｆｃｏ－ｉｎｔｅｇｒｅｔｉｏｎｔｅｓｔ，ｔｈｅａｕｔｈｏｒｈａｓｍａｄｅａｎａｌｙｓｉｓｏｎｔｈｅｉｎｔｅｒ－ｒｅｌａｔｉｏｎｂｅｔｗｅｅｎｔｈｅｃｕｒｅｎｔｅｘｃｈａｎｇｅ...

By the method of co integretion test,the author has made analysis on the interrelation between the current exchange rate and the future price of the currencies in the international money market.