@article{4360967e3ecd43de8802d77242e70009,
title = "The Dynamic Relationship of Volatility, Volume, and Market Depth in Currency Futures Markets",
author = "Hung-Gay Fung and Patterson, \{Gary A.\}",
note = "This study examines the dynamic interactions among return volatilities, volume, and market depth for five currency futures markets. We use vector auto...",
year = "1999",
month = jan,
day = "1",
doi = "10.1016/S1042-4431(98)00035-3",
language = "American English",
volume = "9",
journal = "Journal of International Financial Markets, Institutions and Money",
}