What drives the growth in FX activity? Interpreting the 2007 triennial survey
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References listed on IDEAS
- Gabriele Galati & Alexandra Heath & Patrick McGuire, 2007. "Evidence of carry trade activity," BIS Quarterly Review, Bank for International Settlements, September.
- Corrinne Ho & Guonan Ma & Robert N McCauley, 2005. "Trading Asian currencies," BIS Quarterly Review, Bank for International Settlements, March.
- Bank for International Settlements, 2007. "Institutional investors, global savings and asset allocation," CGFS Papers, Bank for International Settlements, number 27, december.
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Cited by:
- Borgy, V. & Idier, J. & Le Fol, G., 2010.
"Liquidity problems in the FX liquid market: Ask for the "BIL","
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- Vladimir Borgy & Julien Idier & Gaëlle Le Fol, 2010. "Liquidity Problems in the FX Liquid Market : Ask for the BIL" "," Working Papers 2010-16, Center for Research in Economics and Statistics.
- Tsuyuguchi, Yosuke & Wooldridge, Philip D., 2008.
"The evolution of trading activity in Asian foreign exchange markets,"
Emerging Markets Review, Elsevier, vol. 9(4), pages 231-246, December.
- Yosuke Tsuyuguchi & Philip Wooldridge, 2008. "The evolution of trading activity in Asian foreign exchange markets," Bank of Japan Working Paper Series 08-E-5, Bank of Japan.
- Yosuke Tsuyuguchi & Philip D Wooldridge, 2008. "The evolution of trading activity in Asian foreign exchange markets," BIS Working Papers 252, Bank for International Settlements.
- Lumengo Bonga-Bonga & Tebogo Maake, 2021.
"The Relationship between Carry Trade and Asset Markets in South Africa,"
JRFM, MDPI, vol. 14(7), pages 1-13, July.
- Maake, Tebogo & Bonga-Bonga, Lumengo, 2019. "The relationship between carry trade and asset markets in South Africa," MPRA Paper 96667, University Library of Munich, Germany.
- Alexandra Heath & James Whitelaw, 2011. "Electronic Trading and the Australian Foreign Exchange Market," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 41-48, June.
- Geetesh Bhardwaj & Gary B. Gorton & K. Geert Rouwenhorst, 2008. "Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors," NBER Working Papers 14424, National Bureau of Economic Research, Inc.
- Aleksander Olstad & George Filis & Stavros Degiannakis, 2021. "Oil and currency volatilities: Co‐movements and hedging opportunities," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2351-2374, April.
- Makhanya, Kabelo Collen & Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2023. "Examining the dependence structure between carry trade and equity market returns in BRICS countries," MPRA Paper 117461, University Library of Munich, Germany.
- Geetesh Bhardwaj & Gary B. Gorton & K. Geert Rouwenhorst, 2008.
"Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors,"
NBER Working Papers
14424, National Bureau of Economic Research, Inc.
- Geetesh Bhardwaj & Gary Gorton & K. Rouwenhorst, 2008. "Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors," Yale School of Management Working Papers amz2429, Yale School of Management.
- Menton, Aisling, 2008. "Irish Results of the BIS Foreign Exchange and Over-the-Counter Derivatives Survey 2007," Quarterly Bulletin Articles, Central Bank of Ireland, pages 89-102, April.
- Dagfinn Rime & Andreas Schrimpf, 2013. "The anatomy of the global FX market through the lens of the 2013 Triennial Survey," BIS Quarterly Review, Bank for International Settlements, December.
- Seemann, Lars & McCauley, Joseph L. & Gunaratne, Gemunu H., 2011. "Intraday volatility and scaling in high frequency foreign exchange markets," International Review of Financial Analysis, Elsevier, vol. 20(3), pages 121-126, June.
- Geetesh Bhardwaj & Gary Gorton & K. Rouwenhorst, 2008. "Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors," Yale School of Management Working Papers amz2429, Yale School of Management.
- Boschen, John F. & Smith, Kimberly J., 2016. "The uncovered interest rate parity anomaly and trading activity by non-dealer financial firms," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 333-342.
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More about this item
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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