Internalisation by electronic FX spot dealers

Butz, M; Oomen, R

Oomen, R (reprint author), Deutsch Bank AG, 1 Great Winchester St, London EC2N 2DB, England.; Oomen, R (reprint author), London Sch Econ, Dept Stat, Houghton St, London WC2A 2AE, England.

QUANTITATIVE FINANCE, 2019; 19 (1): 35

Abstract

Dealers in over-the-counter financial markets provide liquidity to customers on a principal basis and manage the risk position that arises out of this......

Full Text Link