## Abstract Using intraday data, this study investigates the contribution to the price discovery of Euro and Japanese Yen exchange rates in three foreign exchange markets based on electronic trading systems: the CME GLOBEX regular futures, Eβmini futures, and the EBS interdealer spot market. Contra
β¦ LIBER β¦
News announcements and price discovery in foreign exchange spot and futures markets
β Scribed by Yu-Lun Chen; Yin-Feng Gau
- Book ID
- 116615611
- Publisher
- Elsevier Science
- Year
- 2010
- Tongue
- English
- Weight
- 215 KB
- Volume
- 34
- Category
- Article
- ISSN
- 0378-4266
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