Dacorogna, M. M.; Muller, U. A.; Jost, C.; Pictet, O. V.; … - In: The European Journal of Finance 1 (1995) 4, pp. 383-403
The foreign exchange (FX) market is worldwide, but the dealers differ in their geographical locations (time zones), working hours, time horizons, home currencies, access to information,transaction costs, and other institutional constraints. The variety of time horizones is large: from intra-day...