FX Market Metrics: New Findings Based on CLS Bank Settlement Data
收藏NBER2017-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w23206
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资源简介：
Using a new and unique data set of foreign currency settlement instructions provided by CLS Bank, we investigate activity and liquidity in the foreign exchange market. In the major currency pairs, CLS settlement volume shares are similar to those reported in the BIS triennial surveys. They are also
提供机构：
美国国家经济研究局
创建时间：
2017-03-01
