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Measuring Financial services production in the economy. Difficult to measure...Only some charges are directly invoiced...
Persistent link: https://www.econbiz.de/10008660297
This paper examines the price impact of trading intensity on an emerging futures market. Utilizing anovel volume-augmented duration model of price discovery, the intensity effect is decomposed intoliquidity and information components for the MexDer 28-day interest rate futures contract. We...
Persistent link: https://www.econbiz.de/10005870368