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Dynamic impact of foreign exchange trading volume on foreign exchange volatility
FX trading volume is a key factor in volatility. Estimation results from econometric models reveal a significant impact of third-party trade volumes on the volatilities of original currency pairs. Though the United States dollar (USD) exerts sizeable effect through third-party channels, currency pairs without USD linkages also have impact, calling renewed attention to using regional cooperation in mitigating volatility as compared with major FX trading partners.
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| ADB Repository Online | 0 |
| Penerbit | Manila: ADB 2025 |
|---|---|
| Edisi | - |
| Subjek | Finance sector development |
| ISBN/ISSN | 23136545 |
| Klasifikasi | NONE |
| Deskripsi Fisik | 30 p. |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas |