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Volume and volatility in the FX-market : does it matter who you are?
Bjønnes, Geir H.; Rime, Dagfinn; Solheim, Haakon - 2002
The relationship between volume and volatility has received much attention in the the literature of financial markets … the impact of volume on volatility in the the FX-market using a unique data set of daily trading in the Swedish krona (SEK … depict a positive correlation with volatility. However, the strength of the relationship depends on the instrument used and …
Persistent link: https://www.econbiz.de/10011539127
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Order flow information and spot rate dynamics
Evans, Martin D. D.; Rime, Dagfinn - 2015 - First draft
Persistent link: https://www.econbiz.de/10011484832
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Order flow information and spot rate dynamics
Evans, Martin D. D.; Rime, Dagfinn - In: Journal of international money and finance 69 (2016), pp. 45-68
Persistent link: https://www.econbiz.de/10011711887
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Volume and volatility in the FX-market : does it matter who you are?
Bjønnes, Geir H.; Rime, Dagfinn; Solheim, Haakon - 2002
The relationship between volume and volatility has received much attention in the the literature of financial markets … the impact of volume on volatility in the the FX-market using a unique data set of daily trading in the Swedish krona (SEK … depict a positive correlation with volatility. However, the strength of the relationship depends on the instrument used and …
Persistent link: https://www.econbiz.de/10001703680
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Volume and volatility in the FX market : does it matter who you are?
Bjønnes, Geir H.; Rime, Dagfinn; Solheim, Haakon - 2003
Persistent link: https://www.econbiz.de/10001792519
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Volume and volatility in the foreign exchange market : does it matter who you are?
Bjønnes, Geir H.; Rime, Dagfinn; Solheim, Haakon - In: Exchange rate economics : where do we stand?, (pp. 39-62). 2005
Persistent link: https://www.econbiz.de/10002836039
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Microstructure of Foreign Exchange Markets
Evans, Martin D.D. - 2019
This article presents an overview of research on the Microstructure of Foreign Exchange Markets. We begin by summarizing the institutional features of FX trading and describe how they have evolved since the 1980s. We then explain how these features are represented in microstructure models of FX...
Persistent link: https://www.econbiz.de/10012891430
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Microstructure of foreign exchange markets
Evans, Martin D. D.; Rime, Dagfinn - 2019
This article presents an overview of research on the Microstructure of Foreign Exchange Markets. We begin by summarizing the institutional features of FX trading and describe how they have evolved since the 1980s. We then explain how these features are represented in microstructure models of FX...
Persistent link: https://www.econbiz.de/10011992841
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Volume and Volatility in the Fx-Market : Does it Matter Who You are?
Bjonnes, Geir Hoidal; Rime, Dagfinn; Solheim, Haakon - 2021
The relationship between volume and volatility has received much attention in the literature on financial markets … study the impact of volume on volatility in the FX market using a unique data set of daily trading in the Swedish krona (SEK … positive correlation with volatility. However, the strength of the relationship depends on the instrument traded and the …
Persistent link: https://www.econbiz.de/10013320353
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Foreign exchange market structure, players and evolution
King, Michael R.; Osler, Carol; Rime, Dagfinn - Norges Bank - 2011
Electronic trading has transformed foreign exchange markets over the past decade, and the pace of innovation only accelerates. This formerly opaque market is now fairly transparent and transaction costs are only a fraction of their former level. Entirely new agents have joined the fray,...
Persistent link: https://www.econbiz.de/10009292069