Publications → Financial Markets

Modeling Electronic FX Brokerage as a Fast Order-Driven Marketunder Heterogeneous Private Values and Information

The paper develops a theoretical framework for studying price formation in brokered foreign exchange markets with very high order arrival frequency (to be followed by an application to real data on Czech koruna transactions in subsequent work).

Link	http://ies.fsv.cuni.cz/in…ublication=2109&lng=en_GB
Author	Derviz, A
Date	01-Jul-2007
Institute	Institute of Economic Studies
Tags	price, Czech, trade, transaction