BID-ASK SPREADS IN THE MARKET FOR FORWARD EXCHANGE

被引：3

作者：

BOOTH, LD

机构：

来源：

JOURNAL OF INTERNATIONAL MONEY AND FINANCE | 1984年 / 3卷 / 02期

关键词：

D O I：

10.1016/0261-5606(84)90007-X

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：209 / 222

页数：14

相关论文

共 20 条

[1] NOTE ON UNCERTAINTY, TRANSACTIONS COSTS AND INTEREST PARITY
ALLEN, WA
[J]. JOURNAL OF MONETARY ECONOMICS, 1977, 3 (03) : 367 - 373
[2] DEALERSHIP MARKET - MARKET-MAKING WITH INVENTORY
AMIHUD, Y
MENDELSON, H
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1980, 8 (01) : 31 - 53
[3] ARROW KJ, 1979, ESSAYS THEORY RISK B
[4] TOTAL PRICE UNCERTAINTY AND THE THEORY OF THE COMPETITIVE FIRM
BOOTH, LD
[J]. ECONOMICA, 1983, 50 (198) : 183 - 191
[5] BOOTH LD, 1979, T COSTS MARKET FORWA
[6] MARKET EFFICIENCY IN A MARKET WITH HETEROGENEOUS INFORMATION
FIGLEWSKI, S
[J]. JOURNAL OF POLITICAL ECONOMY, 1978, 86 (04) : 581 - 597
[7] TRANSACTION COSTS AND INTEREST ARBITRAGE - TRANQUIL VERSUS TURBULENT PERIODS
FRENKEL, JA
LEVICH, RM
[J]. JOURNAL OF POLITICAL ECONOMY, 1977, 85 (06) : 1209 - 1226
[8] COVERED INTEREST ARBITRAGE - UNEXPLOITED PROFITS
FRENKEL, JA
LEVICH, RM
[J]. JOURNAL OF POLITICAL ECONOMY, 1975, 83 (02) : 325 - 338
[9] MARKET MICROSTRUCTURE
GARMAN, MB
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (03) : 257 - 275
[10] GIDDY IM, 1979, COLUMBIA J WORLD BUS, V24, P36