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Foreign exchange markets in the 1990s: intraday market volatility and the growth of electronic trading

In: Market functioning and central bank policy

Author

Listed:
  • Alain Chaboud

    (Federal Reserve System)

  • Steven Weinberg

    (Federal Reserve System)

Abstract

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Suggested Citation

  • Alain Chaboud & Steven Weinberg, 2002. "Foreign exchange markets in the 1990s: intraday market volatility and the growth of electronic trading," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 138-147, Bank for International Settlements.
    • Handle: RePEc:bis:bisbpc:12-08
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    File URL: http://www.bis.org/publ/bppdf/bispap12h.pdf
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    References listed on IDEAS

    as
    1. Gabriele Galati, 2001. "Why has global FX turnover declined? Explaining the 2001 triennial survey," BIS Quarterly Review, Bank for International Settlements, December.
    2. Benjamin H. Cohen, 1999. "Derivatives, Volatility and Price Discovery," International Finance, Wiley Blackwell, vol. 2(2), pages 167-202, July.
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    Cited by:

    1. Ricardo Lagos & Guillaume Rocheteau, 2006. "Search in asset markets," Staff Report 375, Federal Reserve Bank of Minneapolis.
    2. Pedauga, Luis & Pineda, Julio & Miguel, Dorta, 2004. "Rivalidad por clientes en el mercado cambiario venezolano [Rivalry for customers in the Venezuelan exchange market]," MPRA Paper 62431, University Library of Munich, Germany.
    3. Helen Allen & John Hawkins & Setsuya Sato, 2001. "Electronic trading and its implications for financial systems," BIS Papers chapters, in: Bank for International Settlements (ed.), Electronic finance: a new perspective and challenges, volume 7, pages 30-52, Bank for International Settlements.

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