Do Reuters spreads reflect currencies' differences in global trading activity?
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More about this item
Keywords
foreign exchange markets; bid-ask spreads; trading volumes; panel data; random effects models;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
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