The interaction between the frequency of market quotations, spread and volatility in the foreign exchange market

Applied Economics

Volumn 28, Issue 3, 1996, Pages 377-386

  Demos, Antonis A ^a   Goodhart, Charles A E ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0010940994     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/000368496328759     Document Type: Article

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