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A model of market making with heterogeneous speculators
Bargigli, Leonardo - In: Journal of economic interaction and coordination 16 (2021) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10012428414
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Structural interdependence of price and demand in a model of the foreign exchange market with heterogeneous speculators : evidence from high-frequency data
Bargigli, Leonardo; Cifarelli, Giulio - 2020
Persistent link: https://www.econbiz.de/10012211762
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Endogenous and exogenous volatility in the foreign exchange market
Bargigli, Leonardo; Cifarelli, Giulio - 2020
Persistent link: https://www.econbiz.de/10012517831