What drives investors' behaviour in different FX market segments?
Subtitle: a VAR-based return decomposition analysis
By: by Olli Castrén, Chiara Osbat and Matthias Sydow
Contributors: Osbat, Chiara; Sydow, Matthias; European Central Bank
Series: Working paper series / European Central Bank -- working paper no. 706; Working paper series (European Central Bank) -- working paper no. 706
Publisher: European Central Bank
Published: 2006
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "December 2006"