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...
Enregistré dans:
| Auteurs principaux: | , |
|---|---|
| Format: | article |
| Langue: | EN |
| Publié: |
MDPI AG
2021
|
| Sujets: | |
| Accès en ligne: | https://doaj.org/article/a41f670f560a42a5a12afbde86287e47 |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Soyez le premier à ajouter un commentaire!