The impact of FX intervention on FX markets: a market microstructure analysis

2010 ◽  
Vol 16 (1) ◽  
pp. 41-62 ◽  
Author(s):  
Paolo Vitale
Keyword(s):  
Market Microstructure ◽  
Microstructure Analysis ◽  
The Impact

scholarly journals Teaching The Bid-Ask Spread And Triangular Arbitrage For The Foreign Exchange Market

2018 ◽  
Vol 11 (4) ◽  
pp. 55-62
Author(s):  
Jeng-Hong Chen
Keyword(s):  
International Finance ◽  
Event Study ◽  
Foreign Exchange ◽  
Market Microstructure ◽  
Foreign Exchange Market ◽  
Exchange Market ◽  
Bid Ask Spread ◽  
Arbitrage Opportunities ◽  
The Impact ◽  
Fx Market

The foreign exchange (FX) market is an important chapter in international finance. Understanding the market microstructure is critical for learning the FX market.  To assist students better understand the FX market microstructure, an instructor can use an event study with minute-by-minute quote data provided in the Excel assignment, asking students to investigate the impact of an event on the bid-ask spread and triangular arbitrage opportunities.  This pedagogical paper provides two examples of making the Excel assignment for reference.

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