The determinants of bid-ask spreads in the foreign exchange futures market: A microstructure analysis
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference31 articles.
1. A Theory of Intraday Patterns: Volume and Price Variability
2. A note on uncertainty, transactions costs and interest parity
3. Determinants of bid-asked spreads in the over-the-counter market
4. EXCHANGE RATE RISK and THE BID-ASK SPREAD: A SEVEN COUNTRY COMPARISON
5. Market Microstructure Effects of Government Intervention in the Foreign Exchange Market
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