IDEAS home Printed from https://ideas.repec.org/a/taf/quantf/v10y2010i2p121-130.html
   My bibliography  Save this article

Queueing theoretical analysis of foreign currency exchange rates

Author

Listed:
  • Jun-Ichi Inoue
  • Naoya Sazuka

Abstract

No abstract is available for this item.

Suggested Citation

  • Jun-Ichi Inoue & Naoya Sazuka, 2010. "Queueing theoretical analysis of foreign currency exchange rates," Quantitative Finance, Taylor & Francis Journals, vol. 10(2), pages 121-130.
    • Handle: RePEc:taf:quantf:v:10:y:2010:i:2:p:121-130
    DOI: 10.1080/14697680802665859
    as

    Download full text from publisher

    File URL: http://www.tandfonline.com/doi/abs/10.1080/14697680802665859
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/14697680802665859?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Takero Ibuki & Jun-ichi Inoue, 2011. "Response of double-auction markets to instantaneous Selling–Buying signals with stochastic Bid–Ask spread," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 6(2), pages 93-120, November.
    2. Drichoutis, Andreas C. & Grimm, Veronika & Karakostas, Alexandros, 2020. "Bribing to Queue-Jump: An experiment on cultural differences in bribing attitudes among Greeks and Germans," MPRA Paper 102775, University Library of Munich, Germany.
    3. Aki-Hiro Sato & Takaki Hayashi & Janusz Hołyst, 2012. "Comprehensive analysis of market conditions in the foreign exchange market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 7(2), pages 167-179, October.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:quantf:v:10:y:2010:i:2:p:121-130. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/RQUF20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.