Bollerslev is from the Kellogg Graduate School of Management, Northwestern University, and Domowitz is from the Department of Economics, Northwestern University. The authors thank Steve Albert and Jianxin Wang for excellent research assistance, and the National Science Foundation for financial support under grants SES90-22807 and SES89-21952. René Stulz (the editor) and an anonymous referee provided numerous useful suggestions on an earlier version of the paper.
Trading Patterns and Prices in the Interbank Foreign Exchange Market
Article first published online: 30 APR 2012
1993 The American Finance Association
The Journal of Finance
Volume 48, Issue 4, pages 1421–1443, September 1993
How to Cite
BOLLERSLEV, T. and DOMOWITZ, I. (1993), Trading Patterns and Prices in the Interbank Foreign Exchange Market. The Journal of Finance, 48: 1421–1443. doi: 10.1111/j.1540-6261.1993.tb04760.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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