"Does it take volume to move fx rates?" Evidence from quantile regressions
Year of publication: |
2012
|
---|---|
Authors: | Bien-Barkowska, Katarzyna |
Published in: |
Dynamic Econometric Models. - Uniwersytet Mikolaja Kopernika. - Vol. 12.2012, p. 35-52
|
Publisher: |
Uniwersytet Mikolaja Kopernika |
Subject: | volume-return relationship | market microstructure | FX trading | quantile regression |
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