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Microstructure of the yen/dollar foreign exchange market : patterns of intra-day activity revealed in the electronic broking system

Itō, Takatoshi; Hashimoto, Yūko - 2004

Persistent link: https://www.econbiz.de/10002418695

Exchange rate management in emerging markets : intervention via an electronic limit order book

Melvin, Michael; Menkhoff, Lukas; Schmeling, Maik - In: Journal of international economics 79 (2009) 1, pp. 54-63

Persistent link: https://www.econbiz.de/10003903046

Exchange rate management in emerging markets : intervention via an electronic limit order book

Melvin, Michael; Menkhoff, Lukas; Schmeling, Maik - 2009

This paper describes and analyzes the implementation of a crawling exchange rate band on an electronic trading platform. The placement of limit orders at the central bank's target rate serves as a credible policy statement that may coordinate beliefs of market participants. We find for our...

Persistent link: https://www.econbiz.de/10003850509

Order-Flow und Preissetzung im Wandel der Devisenmarktstruktur

Wanke, Sebastian - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003326364

Cournot model of brokered FX trading

Ulibarrí, Carlos A.; Anselmo, Peter C.; Trabatti, Mauro X. - In: Journal of international financial markets, … 15 (2005) 5, pp. 425-436

Persistent link: https://www.econbiz.de/10003270622

The foreign exchange market

Chaboud, Alain; Rime, Dagfinn; Sushko, Vladyslav - In: Research handbook of financial markets, (pp. 253-275). 2023

Persistent link: https://www.econbiz.de/10014331062

Semi-transparency, dealership market, and foreign exchange market quality

Ding, Liang; Zou, Hao; Addona, Vittorio - In: Review of financial economics : RFE 21 (2012) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10009703257

Commonality in FX liquidity : high-frequency evidence

Sensoy, Ahmet; Uzun, Sevcan; Lucey, Brian M. - In: Finance research letters 39 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012805184

Fast trading and the virtue of entropy : evidence from the foreign exchange market

Corsetti, Giancarlo; Lafarguette, Romain; Mehl, Arnaud - 2019

Persistent link: https://www.econbiz.de/10012703265

An overview of algorithmic trading in foreign exchange markets and its impacts on market liquidity

Noritaka, Fukuma; Yoichi, Kadogawa - In: Bank of Japan review (2020) 1/5, pp. 1-7

Persistent link: https://www.econbiz.de/10012299302