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Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market

In: The Microstructure of Foreign Exchange Markets

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  • William Perraudin
  • Paolo Vitale

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This chapter was published in:

  • Jeffrey A. Frankel & Giampaolo Galli & Alberto Giovannini, 1996. "The Microstructure of Foreign Exchange Markets," NBER Books, National Bureau of Economic Research, Inc, number fran96-1.
    This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 11363.

    Handle: RePEc:nbr:nberch:11363

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    Cited by:
    1. Cheung, Yin-Wong & Chinn, Menzie David, 2001. "Currency traders and exchange rate dynamics: a survey of the US market," Journal of International Money and Finance, Elsevier, Elsevier, vol. 20(4), pages 439-471, August.
    2. Menkhoff, Lukas & Schmeling, Maik, 2010. "Trader see, trader do: How do (small) FX traders react to large counterparties' trades?," Journal of International Money and Finance, Elsevier, Elsevier, vol. 29(7), pages 1283-1302, November.
    3. Toni Gravelle, 1999. "The Market Microstructure of Dealership Equity and Government Securities Markets: How They Differ," CGFS Papers chapters, Bank for International Settlements, in: Bank for International Settlements (ed.), Market Liquidity: Research Findings and Selected Policy Implications, volume 11, pages 1-16 Bank for International Settlements.
    4. Martin Evans, 2000. "FX trading and Exchange Rate Dynamics," Working Papers, Georgetown University, Department of Economics gueconwpa~00-00-04, Georgetown University, Department of Economics.
    5. Alexis Derviz, 2003. "Components of the Czech Koruna Risk Premium in a Multiple-Dealer FX Market," Working Papers, Czech National Bank, Research Department 2003/04, Czech National Bank, Research Department.
    6. Payne, Richard, 2003. "Informed trade in spot foreign exchange markets: an empirical investigation," Journal of International Economics, Elsevier, Elsevier, vol. 61(2), pages 307-329, December.
    7. Toni Gravelle, 2002. "The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ," Working Papers, Bank of Canada 02-9, Bank of Canada.
    8. Cheung, Yin-Wong & Wong, Clement Yuk-Pang, 2000. "A survey of market practitioners' views on exchange rate dynamics," Journal of International Economics, Elsevier, Elsevier, vol. 51(2), pages 401-419, August.
    9. Yin-Wong Cheung & Menzie D. Chinn, 1999. "Traders, Market Microstructure and Exchange Rate Dynamics," NBER Working Papers 7416, National Bureau of Economic Research, Inc.
    10. Derviz, Alexis, 2004. "Asset return dynamics and the FX risk premium in a decentralized dealer market," European Economic Review, Elsevier, Elsevier, vol. 48(4), pages 747-784, August.

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