Bid-ask bounce and speads in the foreign exchange futures market

1996 ◽  
Vol 6 (1) ◽  
pp. 19-37 ◽  
Author(s):  
Quentin C. Chu ◽  
David K. Ding ◽  
C. S. Pyun
Keyword(s):  
Foreign Exchange ◽  
Futures Market ◽  
Foreign Exchange Futures

scholarly journals Establishing a Foreign Exchange Futures Market in China

2021 ◽  
Vol 2021 (268) ◽  
pp. 1
Author(s):  
Zhongxia Jin ◽  
Haobin Wang ◽  
Yue Zhao
Keyword(s):  
Foreign Exchange ◽  
Futures Market ◽  
Foreign Exchange Futures

Price discovery in the foreign exchange futures market

2006 ◽  
Vol 26 (11) ◽  
pp. 1131-1143 ◽  
Author(s):  
Yiuman Tse ◽  
Ju Xiang ◽  
Joseph K. W. Fung
Keyword(s):  
Foreign Exchange ◽  
Price Discovery ◽  
Futures Market ◽  
Foreign Exchange Futures

Foreign Exchange Futures, Forwards, and Swaps

2012 ◽  
pp. 623-645 ◽  
Author(s):  
Naohiko Baba ◽  
Yuji Sakurai ◽  
Frank Packer
Keyword(s):  
Foreign Exchange ◽  
Foreign Exchange Futures
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