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A profile of the NZ dollar foreign exchange market

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  • Nick Smyth

    (Reserve Bank of New Zealand)

Abstract

T in this article we review developments in the NZD/USD market between January 2001 and march 2006 using new and detailed dataset from Reuters, given the traditionally opaque nature of the global FX market, the dataset provides some insight into the NZD/USD market that have previously been unavailable. We show that trading volumes and other measures of market activity, like the depth of the limit order book, have increased significantly since 2001. We also show that market activity changes at different times of the trading day, with considerably more trading volumes taking place in London and New York

Suggested Citation

  • Nick Smyth, 2007. "A profile of the NZ dollar foreign exchange market," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 70, September.
    • Handle: RePEc:nzb:nzbbul:september2007:3
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    File URL: http://www.rbnz.govt.nz/-/media/ReserveBank/Files/Publications/Bulletins/2007/2007sep70-3smyth.pdf
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    Cited by:

    1. Alfred Guender & Bevan Cook, 2011. "Monetary policy implementation and uncovered interest parity: Empirical evidence from Oceania," New Zealand Economic Papers, Taylor & Francis Journals, vol. 45(3), pages 209-229, January.

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