Informational linkages across trading regions: Evidence from foreign exchange markets

Journal of International Money and Finance

Volumn 27, Issue 8, 2008, Pages 1215-1243

  Cai, Fang ^a   Howorka, Edward ^b   Wongswan, Jon ^c  

^a FEDERAL RESERVE BOARD   (United States)

^b EBS   (United States)

^c Federal Service for Surveillance on Consumer Rights Protection and Human Well Being   (United States)

Author keywords

Exchange rate; High frequency data; Order flow; Trading activity; Trading volume; Volatility

Indexed keywords

EID: 54849442257     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2007.08.001     Document Type: Article

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