The interaction between the frequency of market quotations, spread and volatility in the foreign exchange market
Antonis A. Demos and Charles A. E. Goodhart
| Year of publication: |
1996
|
|---|---|
| Authors: | Dēmos, Antōnēs A. |
| Other Persons: | Goodhart, Charles A. E. (contributor) |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 28.1996, 3, p. 377-386
|
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory |
| 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/10001197103