Real trading patterns and prices in spot foreign exchange markets

Download paper

Daníelsson, J. and R. Payne (2002). Real trading patterns and prices in spot foreign exchange markets. Journal of International Money and Finance 12(2), 203–222.

@ARTICLE{DanielssonPayne2002,
  author =  {J{\'o}n Dan{\'i}elsson and Richard Payne},
  title =   {Real trading patterns and prices in spot foreign exchange
                  markets},
  journal = "Journal of International Money and Finance",
  volume =  {12(2)},
  pages =   {203--222},
  year =    2002,
 }


Measuring and explaining liquidity on an electronic limit order book: Evidence from Reuters D2000-2
Incentives for effective risk management

Risk research
Jon Danielson's research papers on systemic risk, artificial intelligence, risk forecasting, financial regulations and crypto currencies.
© All rights reserved, Jon Danielsson,