Trading activity, dealer concentration and foreign exchange market quality
β Scribed by Aditya Kaul; Stephen Sapp
- Book ID
- 116615392
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 321 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0378-4266
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π SIMILAR VOLUMES
The contributions of this paper are twofold. First, the performance of a widely used commercial real-time trading model is compared with a simple exponential moving average model. Second, the trading models are used as diagnostic tools to evaluate the statistical properties of foreign exchange rates
he 1970s were a period of rapid change and innovation in foreign exchange T trading. There was the shift from fixed to floating exchange rates. There was a rapid increase in professional foreign exchange trading in the United States. And, there was the introduction of trading in foreign currency fut