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Foreign Exchange Market Organization in Selected Developing and Transition Economies: Evidence from a Survey

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Author Info
Jorge Iván Canales Kriljenko
Abstract

The foreign exchange market microstructures in developing and transition economies are characterized by the results from the IMF's 2001 Survey on Foreign Exchange Market Organization. The survey found that these markets are usually unified onshore spot markets for U.S. dollars, where transactions are concentrated at the bank-customer level. The trading mechanisms are usually dealer or mixed dealer/auction markets; the degree of transparency is often low; settlement systems remain risky; and the scope for price discovery is variable.

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 04/4.

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Length: 45 pages
Date of creation: 27 Jan 2004
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Handle: RePEc:imf:imfwpa:04/4

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Keywords: Exchange markets ; Developing countries ; Transition economies ;

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This paper has been announced in the following NEP Reports: References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Peter Dattels, 1995. "The Microstructure of Government Securities Markets," IMF Working Papers 95/117, International Monetary Fund.
  2. Richard K. Abrams & Paulina Beato, 1998. "The Prudential Regulation and Management of Foreign Exchange Risk," IMF Working Papers 98/37, International Monetary Fund.
  3. Madhavan, Ananth, 2000. "Market microstructure: A survey," Journal of Financial Markets, Elsevier, vol. 3(3), pages 205-258, August. [Downloadable!] (restricted)
  4. Carlo Cottarelli & Leonardo Bartolini, 1994. "Treasury Bill Auctions - Issues and Uses," IMF Working Papers 94/135, International Monetary Fund.
  5. Hau, Harald & Killeen, William & Moore, Michael J, 2000. "The Euro as an International Currency: Explaining Puzzling First Evidence," CEPR Discussion Papers 2510, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  6. Arto Kovanen, 1994. "Foreign Exchange Auctions and Fixing: A Review of Performance," IMF Working Papers 94/119, International Monetary Fund.
  7. Kumar Venkataraman, 2001. "Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges," Journal of Finance, American Finance Association, vol. 56(4), pages 1445-1485, 08. [Downloadable!] (restricted)
  8. Jorge Iván Canales Kriljenko, 2003. "Foreign Exchange Intervention in Developing and Transition Economies: Results of a Survey," IMF Working Papers 03/95, International Monetary Fund. [Downloadable!]
  9. Flood, Mark D., 1994. "Market structure and inefficiency in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 13(2), pages 131-158, April. [Downloadable!] (restricted)
  10. 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, vol. 20(4), pages 439-471, August. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Jorge Iván Canales Kriljenko & Karl Friedrich Habermeier, 2004. "Structural Factors Affecting Exchange Rate Volatility: A Cross-Section Study," IMF Working Papers 04/147, International Monetary Fund. [Downloadable!]
  2. Sfia, Mohamed Daly, 2007. "Régimes de change: Le chemin vers la flexibilité," MPRA Paper 4085, University Library of Munich, Germany. [Downloadable!]
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