Continuous Double-Sided Auctions in Foreign exchange Markets

Ryosuke Wada

ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation) from Otaru University of Commerce

Abstract: This work deals with the intra-day determination of foreign exchange rates. We have two objectives. The first is to suggest a microstructure model of the foreign exchange markets. The second is to explain certain empirical issues, using this model Auctions.

Pages: 96 pages
Date: 1993-08
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Published in Discussion paper series (1993), 6: 1-96

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Persistent link: https://EconPapers.repec.org/RePEc:ota:busdis:10252/4181

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