𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION

✍ Scribed by Paolo Vitale

Book ID
110940520
Publisher
John Wiley and Sons
Year
2007
Tongue
English
Weight
603 KB
Volume
21
Category
Article
ISSN
0950-0804

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

The determinants of bid-ask spreads in t
The determinants of bid-ask spreads in the foreign exchange futures market: A microstructure analysis
✍ Ding, David K. πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 232 KB πŸ‘ 2 views

This paper investigates and analyzes the intraday and daily determinants of bid-ask spreads (BASs) in the foreign exchange futures (FXF) market. It is found that the number of transactions and the volatility of FXF prices are the major determinants. The number of transactions is negatively related t