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Inverse statistics in the foreign exchange market

✍ Scribed by M.H Jensen; A Johansen; F Petroni; I Simonsen


Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
198 KB
Volume
340
Category
Article
ISSN
0378-4371

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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