The forex fixing reform and its impact on cost and risk of forex trading banks
Year of publication: |
May 2017
|
---|---|
Authors: | Yamada, Masahiro ; Itō, Takatoshi |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 21.2017, p. 157-162
|
Subject: | Foreign exchange markets | Fixing | Fester Wechselkurs | Fixed exchange rate | Devisenmarkt | Foreign exchange market | Währungsderivat | Currency derivative | USA | United States |
-
Did the reform fix the London fix problem?
Itō, Takatoshi, (2018)
-
Puzzles in the Tokyo fixing in the forex market : order imbalances and Bank pricing
Itō, Takatoshi, (2017)
-
Equity hedging and exchange rates at the London 4 pm fix
Melvin, Michael, (2015)
- More ...
-
Itō, Takatoshi, (2015)
-
High-frequency, algorithmic spillovers between Nasdaq and Forex
Itō, Takatoshi, (2015)
-
Puzzles in the Tokyo fixing in the forex market : order imbalances and Bank pricing
Itō, Takatoshi, (2017)
- More ...