FX Spreads and Dealer Competition Across the 24-Hour Trading Day

Keywords

Competition (biology), Volatility (finance), Bid price, Foreign exchange market, Monetary economics

References

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• Testing for a Unit Root in Time Series RegressionPeter C.B. Phillips, Pierre Perrón — 1988

Cited by

• Bibliography of Microstructure of Foreign Exchange MarketsDagfinn Rime — 2010
• The microstructure of the foreign exchange market : the determinants of bid-ask spreads in the foreign exchange marketNikolaos Tsorakidis — 2010
• Bid-Ask Spread Components on the Foreign Exchange Market: Quantifying the Risk ComponentMichael Frömmel, Frederick Van Gysegem — 2014
• Liquidity provision in the interbank foreign exchange marketFrederick Van Gysegem — 2013
• Linear Programming-Based Estimators in Nonnegative AutoregressionDaniel Preve — 2015
• Persistence, Performance and Prices in Foreign Exchange MarketsTarun Ramadorai — 2006
• Are Hungarian financial markets liquid enough? The theory and practice of FX and government securities market liquidityCsaba Csávás, Szilárd Erhart — 2005
• Intranight Trading BehaviourAmelia Hill, Alex Frino — 2000
• Trading in the Australian Foreign Exchange MarketTiffany Hutcheson — 2000
• The Euro as an International Currency: Explaining Puzzling First EvidenceHarald Hau, William P. Killeen, Michael J. Moore — 2001
• The Dynamics of Price DiscoveryBingcheng Yan, Eric Zivot — 2007
• Local Information in Foreign Exchange MarketsLukas Menkhoff, Maik Schmeling — 2006
• How Mature is the AUD/NZD Market?Russell Poskitt, Alastair Marsden — 2007
• Geschichte des russischen Reiches und der SowjetunionThomas M. Bohn, Dietmar Neutatz — 2002
• Price Discovery on Foreign Exchange MarketsFrank de Jong, Irma W. van Leeuwen, Peter C. Schotman — 1999
• The Microstructure Approach to Exchange RatesRichard K. Lyons — 2001
• Competing market makers,liquidity provision,and bid-ask spreads $Oleg Bondarenko — 2001
• Real Exchange Rates and Sectoral Productivity in the EurozoneMartin Berka, Michael B. Devereux, Charles Engel — 2014
• Currency Carry Trades - Prudent Investments or Just a Lottery?Daniela S. Kunz, J. Korhonen — 2009
• Were Bid-Ask Spreads in the Foreign Exchange Market Excessive During the Asian Crisis?Torbjörn Becker, Amadou Sy — 2005

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