Similar Search Results

Puzzles in the Forex Tokyo “Fixing” : Order Imbalances and Biased Pricing by Banks

Ito, Takatoshi - 2016

“Fixing” in the foreign exchange market is a market practice that determines the bid-ask-mid-point exchange rate at a scheduled time, 10am in Tokyo and 4pm in London. The fixing exchange rate is then applied to the settlement of foreign exchange transactions between banks and retail...

Persistent link: https://www.econbiz.de/10012979362

Puzzles in the Forex Tokyo " fixing" : order imbalances and biased pricing by banks

Itō, Takatoshi; Yamada, Masahiro - 2016

Persistent link: https://www.econbiz.de/10011574763

Puzzles in the Forex Tokyo "fixing" : order imbalances and biased pricing by banks

Itō, Takatoshi; Yamada, Masahiro - 2016

Persistent link: https://www.econbiz.de/10011706287

Puzzles in the Forex Tokyo “Fixing” : Order Imbalances and Biased Pricing by Banks

Ito, Takatoshi - 2016

"Fixing" in the foreign exchange market is a market practice that determines the bid-ask-mid-point exchange rate at a scheduled time, 10am in Tokyo and 4pm in London. The fixing exchange rate is then applied to the settlement of foreign exchange transactions between banks and retail customers...

Persistent link: https://www.econbiz.de/10012455860

Official intervention in foreign exchange market : sterilized and non-sterilized operations

Anh, Pham Thi Hoang - In: Vietnam's socio-economic development : a social science … 56 (2008), pp. 22-44

Persistent link: https://www.econbiz.de/10003795785

A forecast comparison of volatility models : does anything beat a GARCH (1,1)?

Hansen, Peter Reinhard; Lunde, Asger - In: Journal of applied econometrics 20 (2005) 7, pp. 873-889

Persistent link: https://www.econbiz.de/10003243445

A forecast comparison of volatility models : does anything beat a GARCH (1,1)?

Hansen, Peter Reinhard (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001566773

Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia

Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15

there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …

Persistent link: https://www.econbiz.de/10013397677

Modelling adverse selection on electronic order-driven markets

Mercorelli, Louis R.; Michayluk, David; Hall, Anthony D. - 2008

Persistent link: https://www.econbiz.de/10003856822

Exchange return co-movements and volatility spillovers before and after the introduction of euro

Antonakakis, Nikolaos - 2012

Persistent link: https://www.econbiz.de/10009559164

1
2
3
4
5
6
7
8
9
10
Next
Last