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The dynamic relationship of volatility, volume, and market depth in currency futures markets

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  • Fung, Hung-Gay
  • Patterson, Gary A.

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  • Fung, Hung-Gay & Patterson, Gary A., 1999. "The dynamic relationship of volatility, volume, and market depth in currency futures markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(1), pages 33-59, January.
    • Handle: RePEc:eee:intfin:v:9:y:1999:i:1:p:33-59
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