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1
FX spreads and dealer competition across the 24-hour trading day
Hung, Roger D.
;
Masulis, Ronald W.
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 61-93
Persistent link: https://www.econbiz.de/10001353434
Saved in:
2
When do low-frequency measures really measure effective spreads? : evidence from equity and foreign exchange markets
Jahan-Parvar, Mohammad R.
;
Zikes, Filip
- In:
The review of financial studies
36
(
2023
)
10
,
pp. 4190-4232
Persistent link: https://www.econbiz.de/10014392048
Saved in:
3
Japan
's big bang and the transformation of financial markets
Itō, Takatoshi
;
Melvin, Michael
- In:
Japan's new economy : continuity and change in the …
,
(pp. 162-174)
.
2001
Persistent link: https://www.econbiz.de/10001574171
Saved in:
4
The impact of FX central bank intervention in a noise trading framework
Beine, Michel
;
De Grauwe, Paul
;
Grimaldi, Marianna
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
Saved in:
5
Central bank interventions and exchange rates : an analysis with high frequency data
Morana, Claudio
;
Beltratti, Andrea
- In:
Journal of international financial markets, …
10
(
2000
)
3/4
,
pp. 349-362
Persistent link: https://www.econbiz.de/10001532761
Saved in:
6
A span of continuous trades and liquidity dynamics in foreign exchange markets
Chien, Chih-Chung
;
Chen, Shikuan
;
Chang, Ming-Jen
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 144-168
Persistent link: https://www.econbiz.de/10014253161
Saved in:
7
Nonlinear features of realized FX
volatility
Maheu, John M.
;
McCurdy, Thomas H.
- In:
The review of economics and statistics
84
(
2002
)
4
,
pp. 668-681
Persistent link: https://www.econbiz.de/10001711218
Saved in:
8
Heterogeneous information arrivals and return
volatility
dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
9
Thai financial markets and political change
Sutsarun Lumjiak
;
Sirimon Treepongkaruna
;
Wee, Marvin
; …
- In:
Journal of financial management, markets and institutions
2
(
2014
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10011949641
Saved in:
10
A microstructural effect of Japanese official intervention in the yen/dollar foreign exchange market
Akiba, Hiroya
;
Kitamura, Yoshihiro
;
Matsuda, Shinichi
; …
- In:
Exchange rates in developed and emerging markets : …
,
(pp. 60-74)
.
2013
Persistent link: https://www.econbiz.de/10010212668
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