Blar i Statistisk sentralbyrås publikasjonsserier / Published by Statistics Norway på emneord "JEL classification: G15"
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Liquidity provision in the overnight foreign exchange market
(Discussion Papers;No. 391, Working paper, 2004)Abstract: We presents evidence that non-financial customers are the main liquidity providers in the overnight foreign exchange market using a unique daily data set covering almost all transactions in the SEK/EUR market ...