Profits and speculation in intra-day foreign exchange trading

Author:

Mende Alexander,Menkhoff Lukas

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference38 articles.

1. Arbitrage in the foreign exchange market: turning on the microscope;Akram,2005

2. Are banks market timers or market makers? Explaining foreign exchange trading profits;Ammer;Journal of International Financial Markets, Institutions and Money,1997

3. Andersen, T.G., Bollerslev, T., Meddahi, N., 2003a. Correcting the errors: volatility forecast evaluation using high-frequency data and realized volatilities. Working paper.

4. Micro effects of macro announcements: real-time price discovery in foreign exchange;Andersen;American Economic Review,2003

5. Bank for International Settlements [BIS]., 2002. Triennial central bank survey, foreign exchange and derivatives market activity in 2001. Basel.

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