Real trading patterns and prices in spot foreign exchange markets

Journal of International Money and Finance

Volumn 21, Issue 2, 2002, Pages 203-222

  Danielsson J ^a   Payne, R ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Exchange rates; Foreign exchange market microstructure; High frequency data

Indexed keywords

EID: 0036199559     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(01)00043-2     Document Type: Article

References (20)

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