Transmission of volatility and trading activity in the global interdealer foreign exchange market : evidence from Electronic Broking Services (EBS) data
Year of publication: |
2011
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Authors: | Cai, Fang ; Howorka, Edward ; Wongswan, Jon |
Published in: |
Progress in economics research. - New York : Nova Science Publishers, ISSN 1549-1552, ZDB-ID 3092663-4. - Vol. 22.2011, p. 109-130
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Subject: | Devisenmarkt | Foreign exchange market | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Welt | World |
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