Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico
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DOI: 10.1016/j.ribaf.2017.07.159
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- Jatin Malhotra & Angelo Corelli, 2021. "The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types," Risks, MDPI, vol. 9(6), pages 1-14, June.
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More about this item
Keywords
Central bank interventions; Currency; Futures; Price discovery; Quotes; Spot;All these keywords.
JEL classification:
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- F3 - International Economics - - International Finance
- G1 - Financial Economics - - General Financial Markets
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