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Structure and evolution of the foreign exchange networks
Structure evolution foreign exchange networks
2010/10/29
We investigate topology and temporal evolution of the foreign currency exchange market viewed from a weighted network perspective. Based on exchange rates for a set of 46 currencies (including preciou...
Intra-Day Seasonality in Foreign Exchange Market Transactions
limit orders market orders seasonality
2011/3/31
This paper examines the intra-day seasonality of transacted limit and market orders in the DEM/USD foreign exchange market. Empirical analysis of completed transactions data based on the Dealing 2000-...