๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Dynamics of quote and deal prices in the foreign exchange market

โœ Scribed by Takaaki Ohnishi; Hideki Takayasu; Takatoshi Ito; Yuko Hashimoto; Tsutomu Watanabe; Misako Takayasu

Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
456 KB
Volume
3
Category
Article
ISSN
1860-711X

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Price discovery in the foreign exchange
Price discovery in the foreign exchange futures market
โœ Yiuman Tse; Ju Xiang; Joseph K. W. Fung ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 136 KB ๐Ÿ‘ 1 views

Examination is made of the relative contributions to price discovery of the floor and electronically traded euro FX and Japanese yen futures markets and the corresponding retail on-line foreign exchange spot markets. GLOBEX electronic futures contracts provide the most price discovery in the euro; t

Frequency analysis of tick quotes on the
Frequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach
โœ Aki-Hiro Sato ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 382 KB

High-frequency financial data of the foreign exchange market (EUR/CHF, EUR/GBP, EUR/JPY, EUR/NOK, EUR/ SEK, EUR/USD, NZD/USD, USD/CAD, USD/CHF, USD/JPY, USD/NOK, and USD/SEK) are analyzed by utilizing the Kullback-Leibler divergence between two normalized spectrograms of the tick frequency and the g

Adjustment and liberalization in Kenya:
Adjustment and liberalization in Kenya: the financial and foreign exchange markets
โœ Njuguna S. Ndung'U; Rose W. Ngugi ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 207 KB

The paper analyses the impact of liberalization on two key and interrelated markets in Kenya, the ยฎnancial and the foreign exchange markets. It is shown that the inยฏation proยฎle changes with exchange rate policy, interest rates have not been market determined even after liberalization, interest rate