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Covered interest parity arbitrage

Rime, Dagfinn; Schrimpf, Andreas; Syrstad, Olav - In: The review of financial studies 35 (2022) 11, pp. 5185-5227

Persistent link: https://www.econbiz.de/10013400160

Cables, sharks and servers : technology and the geography of the foreign exchange market

Eichengreen, Barry; Lafarguette, Romain; Mehl, Arnaud - 2016

Persistent link: https://www.econbiz.de/10011431768

Cables, sharks and servers : technology and the geography of the foreign exchange market

Eichengreen, Barry; Lafarguette, Romain; Mehl, Arnaud - 2016

Persistent link: https://www.econbiz.de/10011437472

Cables, sharks and servers : technology and the geography of the foreign exchange market

Eichengreen, Barry; Lafarguette, Romain; Mehl, Arnaud - 2016

Persistent link: https://www.econbiz.de/10011448934

Fast trading and the virtue of entropy : evidence from the foreign exchange market

Corsetti, Giancarlo; Lafarguette, Romain; Mehl, Arnaud - 2019

Focusing on the foreign exchange reaction to macroeconomic announcements, we show that fast trading is positively and significantly correlated with the entropy of the distribution of quoted prices in reaction to news: a larger share of fast trading increases the degree of diversity of quotes in...