Synthetic Trades and Calendar Day Patterns The Case of the Dollar/Sterling Markets-Reference-Cited by-同舟云学术

Synthetic Trades and Calendar Day Patterns The Case of the Dollar/Sterling Markets

Published:2001-05 Issue:2 Volume:36 Page:177-200
ISSN:0732-8516
Container-title:The Financial Review
language:en
Short-container-title:Financial Review

Author:

Thatcher Janet S.,Blenman Lloyd P.

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6288.2001.tb00016.x/fullpdf

Reference39 articles.

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3. Bank for International Settlements , 1996 . Settlement Risk in Foreign Exchange Transactions. Committee on Payments and Settlement Systems of the G-10 Countries: Basle.

4. Bid-ask spreads in the interbank foreign exchange markets

5. Return Autocorrelations around Nontrading Days

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