Transmission of volatility and trading activity in the global interdealer foreign exchange market: evidence from electronic broking services (EBS) data
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KeywordsForeign exchange rates ; International finance;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-08-05 (All new papers)
- NEP-FMK-2006-08-05 (Financial Markets)
- NEP-IFN-2006-08-05 (International Finance)
- NEP-MST-2006-08-05 (Market Microstructure)
- NEP-SEA-2006-08-05 (South East Asia)
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