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The Interaction between the Frequency of Market Quotations, Spread and Volatility in the Foreign Exchange Markets

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Author Info
Demos, Antonis A
Goodhart, Charles A E

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File URL: http://taylorandfrancis.metapress.com/openurl.asp?genre=article&issn=0003-6846&volume=28&issue=3&spage=377
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Article provided by Taylor and Francis Journals in its journal Applied Economics.

Volume (Year): 28 (1996)
Issue (Month): 3 (March)
Pages: 377-86
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Handle: RePEc:taf:applec:v:28:y:1996:i:3:p:377-86

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  1. Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, EconWPA. [Downloadable!]
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  2. Carlo Rosa & Giovanni Verga, 2008. "The Impact of Central Bank Announcements on Asset Prices in Real Time," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 175-217, June. [Downloadable!]
  3. Luc, BAUWENS & Dagfinn, RIME & Genaro, SUCARRAT, 2005. "Exchange Rate Volatility and the Mixture of Distribution Hypothesis," Discussion Papers (ECON - Département des Sciences Economiques) 2005043, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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