Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
Frank McGroarty, Owain ap Gwilym, Stephen Thomas
| Year of publication: |
2006
|
|---|---|
| Authors: | McGroarty, Frank ; Ap Gwilym, Owain ; Thomas, Stephen |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 17.2006, 1, p. 23-49
|
| Subject: | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread | Volatilität | Volatility | Welt | World | 2000-2002 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003381769