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Centralized trading, transparency and interest rate swap market liquidity : evidence from the implementation of the Dodd-Frank Act
Benos, Evangelos; Payne, Richard; Vasios, Michalis - 2016
Persistent link: https://www.econbiz.de/10011443334
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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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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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A transaction level study of the effects of central bank intervention on exchange rates
Payne, Richard; Vitale, Paolo - In: Journal of international economics 61 (2003) 2, pp. 331-352
Persistent link: https://www.econbiz.de/10001815828
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Macroeconomic news, order flows and exchange
Love, Ryan; Payne, Richard - 2003
Persistent link: https://www.econbiz.de/10001999167
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A transaction level study of the effects of central bank intervention on exchange rates
Payne, Richard; Vitale, Paolo - 2000
Persistent link: https://www.econbiz.de/10001527176
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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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Announcement effects and seasonality in the intra-day foreign exchange market
Payne, Richard - 1996
Persistent link: https://www.econbiz.de/10000932226