The interaction between the frequency of market quotations, spread, and  volatility in the foreign exchange market
By: Antonis A. Demos, Charles A. E. Goodhart.
Contributors: Goodhart, C. A. E. 1936-
Series: Financial markets discussion paper series / London School of Economics, Financial Markets Group -- no.152; Financial markets discussion paper (London School of Economics, Financial Markets Group) -- no.152.
Publisher: London School of Economics, Financial Markets Group
Published: 1992
Place of publication: London
Language: eng