Mircostructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
Frank McGroarty; Owain ap Gwilym and Stephen Thomas
| Year of publication: |
2004
|
|---|---|
| Authors: | McGroarty, Frank ; Ap Gwilym, Owain ; Thomas, Stephen |
| Publisher: |
Southampton : Univ., School of Management |
| Subject: | Volatilität | Volatility | Geld-Brief-Spanne | Bid-ask spread | Devisenmarkt | Foreign exchange market | Welt | World | Marktmikrostruktur | Market microstructure |
| Extent: | 38 S graph. Darst |
|---|---|
| Series: | Discussion papers in accounting and finance. - Southampton : [University of Southampton, School of Management], ISSN 1356-3548, ZDB-ID 2952887-2. - Vol. AF04-21 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 26 - 29 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002447981