The interaction between the frequency of market quotations,...

The interaction between the frequency of market quotations, spread and volatility in the foreign exchange market

Demos, Antonis A., Goodhart, Charles A. E.
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Volume:
28
Language:
english
Journal:
Applied Economics
DOI:
10.1080/000368496328759
Date:
March, 1996
File:
PDF, 279 KB
english, 1996
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