Bid-Ask Spreads in Foreign Exchange Markets: Implications for Models of Asymmetric Information
In: The Microstructure of Foreign Exchange Markets
No abstract is available for this item.
|This chapter was published in: ||This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number
11362.||Handle:|| RePEc:nbr:nberch:11362||Contact details of provider:|| Postal: |
Web page: http://www.nber.org
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:nbr:nberch:11362. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ()
If references are entirely missing, you can add them using this form.