Real trading patterns and prices in spot foreign exchange markets

   Daníelsson, J. and R. Payne (2002). Real trading patterns and prices in spot foreign exchange markets. Journal of International Money and Finance 12(2), 203–222.

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@ARTICLE{DanielssonPayne2002,
 author =  {J{\'o}n Dan{\'\i}elsson and Richard Payne},
 title =   {Real trading patterns and prices in spot foreign exchange
                 markets},
 journal = "Journal of International Money and Finance",
 volume =  {12(2)},
 pages =   {203--222},
 year =    2002,
 url =     {RiskResearch.org},
}