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Price clustering in foreign exchange spot markets

✍ Scribed by Ben J Sopranzetti; Vinay Datar


Book ID
117769188
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
92 KB
Volume
5
Category
Article
ISSN
1386-4181

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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