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Microstructure effects, bid–ask spreads and volatility in the spot foreign exchange market pre and post-EMU

✍ Scribed by Frank McGroarty; Owain ap Gwilym; Stephen Thomas

Book ID: 116511819
Publisher: Elsevier Science
Year: 2006
Tongue: English
Weight: 294 KB
Volume: 17
Category: Article
ISSN: 1044-0283
DOI: 10.1016/j.gfj.2006.06.004

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