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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
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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/10012172721
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Fast trading and the virtue of entropy: Evidence from the foreign exchange market
Corsetti, Giancarlo; Lafarguette, Romain; Mehl, Arnaud - 2019
Focusing on the foreign exchange reaction to macroeconomic announcements, we show that fast trading is positively and significantly correlated with the entropy of the distribution of quoted prices in reaction to news: a larger share of fast trading increases the degree of diversity of quotes in...
Persistent link: https://www.econbiz.de/10012142144
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Fast Trading and the Virtue of Entropy : Evidence from the Foreign Exchange Market
Corsetti, Giancarlo; Lafarguette, Romain; Mehl, Arnaud - 2021
Focusing on the foreign exchange reaction to macroeconomic announcements, we show that fast trading is positively and significantly correlated with the entropy of the distribution of quoted prices in reaction to news: a larger share of fast trading increases the degree of diversity of quotes in...
Persistent link: https://www.econbiz.de/10013315358
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Testing for solvency of the public sector : an application to Italy
Corsetti, Giancarlo - 1990
Persistent link: https://www.econbiz.de/10000809404
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New open economy macroeconomics
Corsetti, Giancarlo (contributor) - 2007
Persistent link: https://www.econbiz.de/10003647125
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A modern reconsideration of the theory of optimal currency areas
Corsetti, Giancarlo (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651939
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Openness and the case for flexible exchange rates
Corsetti, Giancarlo - 2006
Persistent link: https://www.econbiz.de/10003322810
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Openness and the case for flexible exchange rates
Corsetti, Giancarlo - In: Research in economics : an international review of economics 60 (2006) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10003341681
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New open economy macroeconomics
Corsetti, Giancarlo - 2007
Persistent link: https://www.econbiz.de/10003593186