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Do central bank actions curb exchange rate volatility?
Rishad, Abdul; Gupta, Sanjeev - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 48-68
Persistent link: https://www.econbiz.de/10014388709
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Essays in liquidity
Moulton, Pamela C. - 2003
Persistent link: https://www.econbiz.de/10003385440
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Toxic arbitrage
Foucault, Thierry; Kozhan, Roman; Tham, Wing Wah - 2014
Persistent link: https://www.econbiz.de/10010363557
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Toxic arbitrage
Foucault, Thierry; Kozhan, Roman; Tham, Wing Wah - 2015
Short lived arbitrage opportunities arise when prices adjust with a lag to new information. They are toxic because they expose dealers to the risk of trading at stale quotes. Hence, theory implies that more frequent toxic arbitrage opportunities and a faster arbitrageurs' response to these...
Persistent link: https://www.econbiz.de/10010499534
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The components of electronic inter-dealer spot FX bid-ask spreads
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: Journal of business finance & accounting : JBFA 34 (2007) 9/10, pp. 1635-1650
Persistent link: https://www.econbiz.de/10003627073
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Traders, market microstructure and exchange rate dynamics
Cheung, Yin-Wong; Chinn, Menzie David - 1999
Persistent link: https://www.econbiz.de/10001428651
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Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis
Ben Omrane, Walid; Tao, Yusi; Welch, Robert L. - In: Research in international business and finance 42 (2017), pp. 9-30
Persistent link: https://www.econbiz.de/10011747218
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Toxic arbitrage
Foucault, Thierry; Kozhan, Roman; Tham, Wing Wah - In: The review of financial studies 30 (2017) 4, pp. 1053-1094
Persistent link: https://www.econbiz.de/10011749335
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Intraday effects of foreign exchange intervention by the Bank of Japan
Chang, Yuanchen - In: Journal of international money and finance 17 (1998) 1, pp. 191-210
Persistent link: https://www.econbiz.de/10001338365
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On the issue of currency internationalisation - South Korean won
Kim, Jaemin - In: International journal of economics and business research 9 (2015) 2, pp. 233-244
Persistent link: https://www.econbiz.de/10011346654