Hao‐Chen Liu

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Price Clustering in the U.S. Dollar/Taiwan Dollar Swap Market

Financial Review, Vol. 48, Issue 1, pp. 77-96, 2013
Number of pages: 20 Posted: 24 Jan 2013
Hao‐Chen Liu and Mark David Witte
affiliation not provided to SSRN and College of Charleston
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Abstract:

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price clustering, foreign exchange, swaps, market microstructure