Equity hedging and exchange rates at the London 4p.m. fix
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References listed on IDEAS
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- Carol Osler & Alasdair Turnbull, 2016. "Dealer Trading at the Fix," Working Papers 101R, Brandeis University, Department of Economics and International Businesss School, revised Jun 2017.
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More about this item
KeywordsExchange rates; Market microstructure; Fixing prices; Order flow; Hedging;
- F3 - International Economics - - International Finance
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