Bid-ask spread determination in the FX swap market : competition, collusion or a convention?
Year of publication: |
May 2018
|
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Authors: | Stenfors, Alexis |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 54.2018, p. 78-97
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Subject: | Foreign exchange | LIBOR | Market microstructure theory | Bid-ask spreads | Collusion | OTC markets | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Market microstructure | Wettbewerbsbeschränkung | Restraints of competition | Devisenmarkt | Foreign exchange market | Theorie | Theory | Swap | OTC-Handel | OTC market | Wettbewerb | Competition | Währungsderivat | Currency derivative | Zinsstruktur | Yield curve | Kartell | Cartel |
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