Forex Trading and the WMR Fix
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- Evans, Martin, 2017. "Forex Trading and the WMR Fix," MPRA Paper 81583, University Library of Munich, Germany, revised 25 Sep 2017.
- Evans, Martin, 2014. "Forex Trading and the WMR Fix," MPRA Paper 58151, University Library of Munich, Germany.
References listed on IDEAS
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Citations
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Cited by:
- Ito, Takatoshi & Yamada, Masahiro, 2018.
"Did the reform fix the London fix problem?,"
Journal of International Money and Finance, Elsevier, vol. 80(C), pages 75-95.
- Takatoshi Ito & Masahiro Yamada, 2017. "Did the Reform Fix the London Fix Problem?," NBER Working Papers 23327, National Bureau of Economic Research, Inc.
- Evans, Martin, 2020. "Exchange Rates and Liquidity Risk," MPRA Paper 102702, University Library of Munich, Germany.
- Ito, Takatoshi & Yamada, Masahiro, 2017.
"Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing,"
Journal of International Economics, Elsevier, vol. 109(C), pages 214-234.
- Takatoshi Ito & Masahiro Yamada, 2016. "Puzzles in the Tokyo Fixing in the Forex Market: Order Imbalances and Bank Pricing," UTokyo Price Project Working Paper Series 069, University of Tokyo, Graduate School of Economics.
- Yamada, Masahiro & Ito, Takatoshi, 2017. "The forex fixing reform and its impact on cost and risk of forex trading banks," Finance Research Letters, Elsevier, vol. 21(C), pages 157-162.
- Liu, Tao, 2014. "The onshore-offshore interaction of RMB market: a high-frequency analysis," MPRA Paper 63905, University Library of Munich, Germany.
- Stenfors, Alexis, 2018.
"Bid-ask spread determination in the FX swap market: Competition, collusion or a convention?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 54(C), pages 78-97.
- Alexis Stenfors, 2017. "Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?," Working Papers in Economics & Finance 2017-03, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Takatoshi Ito & Masahiro Yamada, 2016. "Puzzles in the Forex Tokyo “Fixing”: Order Imbalances and Biased Pricing by Banks," NBER Working Papers 22820, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Masahiro Yamada, 2015. "Was the Forex Fixing Fixed?," NBER Working Papers 21518, National Bureau of Economic Research, Inc.
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More about this item
Keywords
Forex Trading; Order Flows; Forex Price Fixes; Microstructure Trading Models;All these keywords.
JEL classification:
- F3 - International Economics - - International Finance
- F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
- G1 - Financial Economics - - General Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2014-11-07 (International Finance)
- NEP-MST-2014-11-07 (Market Microstructure)
- NEP-OPM-2014-11-07 (Open Economy Macroeconomics)
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