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Every minute counts in financial markets

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Author Info
Goodhart, C. A. E.
Figliuoli, L.
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File URL: http://www.sciencedirect.com/science/article/B6V9S-45N4M38-H/2/3b2f6a3cc47cfa0f203fe676ea21ce05
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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 10 (1991)
Issue (Month): 1 (March)
Pages: 23-52
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Handle: RePEc:eee:jimfin:v:10:y:1991:i:1:p:23-52

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  2. Paul De Grauwe & Marianna Grimaldi, 2003. "Intervention in the Foreign Exchange Market in a Model with Noise Traders," Working Papers 162003, Hong Kong Institute for Monetary Research. [Downloadable!]
  3. Richard K. Lyons, 1993. "Tests of Microstructural Hypotheses in the Foreign Exchange Market," NBER Working Papers 4471, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Carol Osler, 2000. "Support for resistance: technical analysis and intraday exchange rates," Economic Policy Review, Federal Reserve Bank of New York, issue Jul, pages 53-68. [Downloadable!]
  5. Luc, BAUWENS & Walid, BEN OMRANE & Erick, Rengifo, 2006. "Intra-Daily FX Optimal Portfolio Allocation," Discussion Papers (ECON - Département des Sciences Economiques) 2006005, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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  6. Mende, Alexander, 2005. "09/11 on the USD/EUR Foreign Exchange Market," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-312, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
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  7. Ali Kutan & Su Zhou, 1995. "Sociopolitical instability, volatility, and the bid-ask spread: Evidence from the free market for dollars in Poland," Open Economies Review, Springer, vol. 6(3), pages 225-236, July. [Downloadable!] (restricted)
  8. Michael Melvin & Xixi Yin, . "Public Information Arrival, Exchange Rate Volatility, and Quote Frequency," Working Papers 96/1, Arizona State University, Department of Economics. [Downloadable!]
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  10. Bjonnes,H. & Rime,D., 2000. "FX trading ... LIVE! : dealer behavior and trading systems in foreign exchange markets," Memorandum 29/2000, Oslo University, Department of Economics. [Downloadable!]
  11. Fischer, Andreas M & Ranaldo, Angelo, 2008. "Does FOMC News Increase Global FX Trading?," CEPR Discussion Papers 6753, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  14. Kaltenbrunner, Annina & Nissanke, Machiko, 2009. "The Case for an Intermediate Exchange Rate Regime with Endogenizing Market Structures and Capital Mobility," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
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