| Author: | DanÃelsson, J. Payne, R. |
| Title: | Real trading patterns and prices in spot foreign exchange markets |
| Journal: | Journal of International Money and Finance
2002 : APR, VOL. 21:2, p. 203-222 |
| Index terms: | EXCHANGE RATES FOREIGN EXCHANGE MARKET PRICES TRADING |
| Language: | eng |
| Abstract: | Most empirical FX microstructure research uses indicative quotes to proxy for firm, tradeable quotes. This paper presents comparison of the characteristics of one week of indicative DEM/USD data with contemporaneous, transactions-based data from an electronic FX brokerage. |
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