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isPartOf:"The review of financial studies"
~isPartOf:"Economic modelling"
~subject:"Devisenmarkt"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Geld-Brief-Spanne"
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Devisenmarkt
Bid-ask spread
35
Geld-Brief-Spanne
35
Börsenkurs
15
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15
USA
15
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Theorie
13
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10
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Aufsatz in Zeitschrift
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Erdemlioglu, Deniz
1
Foucault, Thierry
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Hung, Roger D.
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The review of financial studies
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2
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When do low-frequency measures really measure effective spreads? : evidence from equity and foreign exchange markets
Jahan-Parvar, Mohammad R.
;
Zikes, Filip
- In:
The review of financial studies
36
(
2023
)
10
,
pp. 4190-4232
Persistent link: https://www.econbiz.de/10014392048
Saved in:
2
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage
Gradojevic, Nikola
;
Erdemlioglu, Deniz
;
Gençay, Ramazan
- In:
Economic modelling
85
(
2020
),
pp. 57-73
Persistent link: https://www.econbiz.de/10012210603
Saved in:
3
Toxic arbitrage
Foucault, Thierry
;
Kozhan, Roman
;
Tham, Wing Wah
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1053-1094
Persistent link: https://www.econbiz.de/10011749335
Saved in:
4
FX spreads and dealer competition across the 24-hour trading day
Hung, Roger D.
;
Masulis, Ronald W.
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 61-93
Persistent link: https://www.econbiz.de/10001353434
Saved in:
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