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
β¦ LIBER β¦
Price discovery in Taiwan's foreign exchange market
β Scribed by Jer-Yuh Wan; Chung-Wei Kao
- Book ID
- 116575287
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 609 KB
- Volume
- 19
- Category
- Article
- ISSN
- 1042-4431
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Price discovery in the foreign exchange
β
Yiuman Tse; Ju Xiang; Joseph K. W. Fung
π
Article
π
2006
π
John Wiley and Sons
π
English
β 136 KB
π 1 views
PRICE DISCOVERY IN THE AUSTRALIAN DOLLAR
β
JONATHAN BATTEN; WARREN HOGAN
π
Article
π
2001
π
Economic Society of Australia
π
English
β 603 KB
Price discovery in electronic foreign ex
β
Russell Poskitt
π
Article
π
2009
π
John Wiley and Sons
π
English
β 140 KB
Do futures lead price discovery in elect
β
Juan Cabrera; Tao Wang; Jian Yang
π
Article
π
2009
π
John Wiley and Sons
π
English
β 279 KB
π 1 views
## 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
News announcements and price discovery i
β
Yu-Lun Chen; Yin-Feng Gau
π
Article
π
2010
π
Elsevier Science
π
English
β 215 KB
Price discovery in foreign exchange mark
β
Kate Phylaktis; Long Chen
π
Article
π
2009
π
Elsevier Science
π
English
β 953 KB