The microstructure of the foreign exchange market:the determinants of bid-ask spreads in the foreign exchange market

0044 English OPEN
Tsorakidis, Nikolaos;

The purpose of this thesis is to shed more light in the FX market microstructure by examining the determinants of bid-ask spread for three currencies pairs, the US dollar/Japanese yen, the British pound/US dollar and the Euro/US dollar in different time zones. I examine... View more
Share - Bookmark