Which market dominates the price discovery in currency futures? : the case of the Chicago Mercantile Exchange and the Intercontinental Exchange
Year of publication: |
2022
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Authors: | Li, Wei-Xuan ; Chen, Clara Chia Sheng ; Nguyen, James |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 52.2022, p. 1-16
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Subject: | EUR/USD futures | Foreign exchange futures markets | Liquidity | Price discovery | Währungsderivat | Currency derivative | Derivat | Derivative | Warenbörse | Commodity exchange | Börsenkurs | Share price |
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Statistical yearbook / Chicago Mercantile Exchange
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