This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen … dollar rate vis-à-vis the Euro and the Japanese Yen respectively. -- Fractional integration ; long memory ; exchange rates …

This paper examines the process of price discovery in the MTS system, which builds on the parallel quoting of euro …

This paper examines the process of price discovery in the MTS system, which builds on the parallel quoting of euro …