Tags → FX
- FOREX Microstructure, Invisible Price Determinants, and the Central Bank’s Understanding of Exchange Rate Formation.
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May 15, 2007 09:51
The paper investigates the transmission of macroeconomic factors into the price-setting behavior of a specific dealer in the FX market.
- Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market.
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May 15, 2007 09:51
The paper proposes a continuous time model of an FX market organized as a multiple dealership.
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