𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Dependence structure between the equity market and the foreign exchange market–A copula approach

✍ Scribed by Cathy Ning


Book ID
116659025
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
234 KB
Volume
29
Category
Article
ISSN
0261-5606

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