Segmentation and time-of-day patterns in foreign exchange markets

Journal of Banking and Finance

Volumn 33, Issue 12, 2009, Pages 2199-2206

  Ranaldo, Angelo ^a  

^a SWISS NATIONAL BANK   (Switzerland)

Author keywords

Calendar effects; Exchange rates; High frequency data; Inventory; Liquidity; Market segmentation; Microstructure; Time of day patterns

Indexed keywords

EID: 70349515387     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2009.05.019     Document Type: Article

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