Trading Volume, Illiquidity and Commonalities in FX Markets
Type
conference paper
Date Issued
2019-04-05
Author(s)
Language
English
Keywords
FX Trading Volume
Volatility
Illiquidity
MDH
Commonalities
Co-Jumps
HSG Classification
contribution to scientific community
HSG Profile Area
SOF - System-wide Risk in the Financial System
Event Title
SGF Conference 2019 - Annual Meeting of the Swiss Society of Financial Market Research
Event Location
Zürich, SIX Convention Point
Event Date
5. April 2019
Subject(s)
Division(s)
Eprints ID
256981