Sunday, December 12, 2010

User's guide to the Triennial Central Bank Survey of FX market activity (BIS)

by Michael R King and Carlos Mallo

Abstract: This article provides an overview of the foreign exchange components of the Triennial Central Bank Survey. It highlights key dimensions of this dataset and methodological issues that are important to interpret it correctly. It also compares the methodology of the Triennial Survey to that of more frequent surveys from regional foreign exchange committees.

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