LIBROS DEL AUTOR: alain p chaboud

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  • International Finance Discussion Papers
    Alain P. Chaboud / et al. / United States Federal Reserve Board
    We introduce a new high-frequency foreign exchange dataset from EBS (Electronic Broking Service) that includes trading volume in the global interdealer spot market, data not previously available to researchers. The data also gives live transactable quotes, rather than the indicative quotes that have been used in most previous high frequency foreign exchange analysis. We describ...
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