Volatility and Depth in Commodity and FX Futures Markets
Prior theory suggests a positive relation between volatility and market depth, while past empirical research finds contrasting results. This paper examines the relation between the volatility and the limit order book depth in commodity and foreign exchange futures markets during a turbulent time usi...
Guardado en:
| Autores principales: | , |
|---|---|
| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
MDPI AG
2021
|
| Materias: | |
| Acceso en línea: | https://doaj.org/article/a41f670f560a42a5a12afbde86287e47 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|