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One day in June, 1993 : a study of the working of Reuters 2000-2 electronic foreign exchange trading system
Goodhart, Charles A. E.; Itō, Takatoshi; Payne, Richard - 1995
Persistent link: https://www.econbiz.de/10000935050
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One Day in June, 1994 : A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System
Goodhart, Charles; Ito, Takatoshi; Payne, Richard - 2021
The paper utilized foreign exchange data (bid, ask and transaction prices and quantities) collected from the screen of the electronic broking system (Reuter D2000-2) on June 16, 1993. The bid and ask quotes, which are `firm' in this data set, are compared with the Reuters FXFX page, which...
Persistent link: https://www.econbiz.de/10013221545
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One Day in June, 1994 : A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System
Goodhart, Charles - 1995
The paper utilized foreign exchange data (bid, ask and transaction prices and quantities) collected from the screen of the electronic broking system (Reuter D2000-2) on June 16, 1993. The bid and ask quotes, which are `firm' in this data set, are compared with the Reuters FXFX page, which...
Persistent link: https://www.econbiz.de/10012473811
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The foreign exchange market : empirical studies with high-frequency data
Goodhart, Charles A. E. (contributor);  … - 2000
Persistent link: https://www.econbiz.de/10013486756
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The effects of macroeconomic "news" on high frequency exchange rate behaviour
Almeida, Alvaro; Goodhart, Charles A. E.; Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10000955138
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Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets
Goodhart, Charles A. E.; Love, Ryan; Payne, Richard; … - 2002
Persistent link: https://www.econbiz.de/10002815353
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Analysis of spreads in the dollar, euro and deutschemark, dollar foreign exchange markets
Goodhart, Charles A. E.; Love, Ryan; Payne, Richard; … - In: Economic policy : a European forum (2002), pp. 537-552
Persistent link: https://www.econbiz.de/10001704419
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Microstructural dynamics in a foreign exchange electronic broking system
Goodhart, Charles A. E. - In: Journal of international money and finance 15 (1996) 6, pp. 829-852
Persistent link: https://www.econbiz.de/10001216676
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The effects of macroeconomic news on high frequency exchange rate behavior
Almeida, Alvaro - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 383-408
Persistent link: https://www.econbiz.de/10001251498
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Calibrating an algorithm for estimating transactions from FXFX exchange rate quotes
Goodhart, Charles A. E. - In: Journal of international money and finance 16 (1997) 6, pp. 921-930
Persistent link: https://www.econbiz.de/10001337347