Mircostructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU
Year of publication: |
2004
|
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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 |
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