Transmission of volatility and trading activity in the global interdealer foreign exchange market: evidence from electronic broking services (EBS) data
Year of publication: |
2006
|
---|---|
Authors: | Cai, Fang ; Howorka, Edward ; Wongswan, Jon |
Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Foreign exchange rates | International finance |
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