Chaboud, Alain P.; Chernenko, Sergey V.; Howorka, Edward; … - 2004
analysis. We describe intraday volume and volatility
patterns in euro-dollar and dollar-yen trading. We study the effects of ….
In this paper, we introduce a new high-frequency dataset of volume and prices in
spot euro-dollar and dollar-yen trading …. Of the most-traded currency pairs, the top two, euro-dollar and dollar-
yen are, across the globe, traded primarily on …