Continuous Double-Sided Auctions in Foreign exchange Markets

This work deals with the intra-day determination of foreign exchange rates. We have two objectives. The first is to suggest a microstructure model of the foreign exchange markets. The second is to explain certain empirical issues, using this model Auctions.

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Year of publication:	1993-08
Authors:	Wada, Ryosuke
Institutions:	Department of Economics, Otaru University of Commerce

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Extent:	application/pdf
Series:	ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation).
Type of publication:	Book / Working Paper
Notes:	Published in Discussion paper series (1993), 6: 1-96 96 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010604772