𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Analysis of a network structure of the foreign currency exchange market

✍ Scribed by Jarosław Kwapień; Sylwia Gworek; Stanisław Drożdż; Andrzej Górski


Book ID
106578588
Publisher
Springer-Verlag
Year
2009
Tongue
English
Weight
560 KB
Volume
4
Category
Article
ISSN
1860-711X

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Under the microscope: the structure of t
✍ Michael J. Sager; Mark P. Taylor 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 155 KB

## Abstract We provide a detailed, up‐to‐date description of the microstructure of the foreign exchange market and of the behaviour of participant groups. In the light of this, we highlight shortcomings in existing theoretical models of market interaction and present an outline alternative model th

CHOOSING THE CURRENCY STRUCTURE OF FOREI
✍ Martin Melecky 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 786 KB

## Abstract Starting from the constraints and incentives that cause countries to issue debt in foreign currency, this paper provides an overview of policy approaches for choosing the optimal currency structure of sovereign foreign‐currency debt. The objective of sovereign debt managers generally in

Frequency analysis of tick quotes on for
✍ Aki-Hiro Sato 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 316 KB

Power spectrum densities for the number of tick quotes per minute (market activity) on three currency markets (USD/JPY, EUR/USD, and JPY/EUR) are analyzed for periods from January 2000 to December 2000. We find some peaks on the power spectrum densities at a few minutes. We develop the double-thresh

Importance of technical and fundamental
✍ Thomas Oberlechner 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 142 KB

## Abstract This article presents findings of a questionnaire and an interview survey on the perceived importance of chartist/technical and fundamental analysis among foreign exchange traders and financial journalists in Frankfurt, London, Vienna, and Zurich. Results confirm that most traders use b