Trading volumes, volatility and spreads in FX markets: evidence from emerging market countries
In: Market liquidity: proceedings of a workshop held at the BIS
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References listed on IDEAS
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Cited by:
- Sensoy, Ahmet & Serdengeçti, Süleyman, 2019.
"Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market,"
International Review of Financial Analysis, Elsevier, vol. 64(C), pages 1-12.
- Suleyman Serdengecti & Ahmet Sensoy, 2019. "Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market," Working Papers 1928, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Jakree Koosakul & Ilhyock Shim, 2017. "The beneficial aspect of FX volatility for market liquidity," BIS Working Papers 629, Bank for International Settlements.
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