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Trading volumes and transaction costs in the foreign exchange market: Evidence from daily dollar-yen spot data

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  • Hartmann, Philipp

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  • Hartmann, Philipp, 1999. "Trading volumes and transaction costs in the foreign exchange market: Evidence from daily dollar-yen spot data," Journal of Banking & Finance, Elsevier, vol. 23(5), pages 801-824, May.
    • Handle: RePEc:eee:jbfina:v:23:y:1999:i:5:p:801-824
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