Microstructure effects, bid-asks spreads and volatility in the spot foreign exchange market pre and post-EMU.

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@article{51e7d380d77246ab9e5e541c5a90df93,

title = "Microstructure effects, bid-asks spreads and volatility in the spot foreign exchange market pre and post-EMU.",

author = "\{ap Gwilym\}, O.M. and F. McGroarty and \{Ap Gwilym\}, O. and S. Thomas",

year = "2006",

month = sep,

day = "1",

doi = "10.1016/j.gfj.2006.06.004",

language = "English",

volume = "17",

pages = "23--49",

journal = "Global Finance Journal",

issn = "1044-0283",

publisher = "Elsevier BV",

number = "1",

}

TY - JOUR

T1 - Microstructure effects, bid-asks spreads and volatility in the spot foreign exchange market pre and post-EMU.

AU - ap Gwilym, O.M.

AU - McGroarty, F.

AU - Ap Gwilym, O.

AU - Thomas, S.

PY - 2006/9/1

Y1 - 2006/9/1

U2 - 10.1016/j.gfj.2006.06.004

DO - 10.1016/j.gfj.2006.06.004

M3 - Article

SN - 1044-0283

VL - 17

SP - 23

EP - 49

JO - Global Finance Journal

JF - Global Finance Journal

IS - 1

ER -