Foreign Exchange Market Microstructure and Forecasting

0044 English OPEN
Kyriacou, M.;
  • Subject: HG

Using two unique datasets, one at a daily frequency including six currency pairs, and another tick-by-tick dataset in €/US$, we investigate some of the unanswered questions in the field of foreign exchange market microstructure. We confirm the contemporaneous relationsh... View more
  • References (4)

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