Related Books

Macroeconomic News Announcements and the Yen/$US Intraday Exchange Rate
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 1998 - Publisher:

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Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan
Language: en
Pages: 31
Authors: Rasmus Fatum
Categories:
Type: BOOK - Published: 2013 - Publisher:

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No previous study has considered the intraday JPY/USD exchange rate responses to a broad set of comparable news surprises from both the U.S. and Japan. We attem
Macroeconomic News Announcements and the CDN/USD Intraday Exchange Rate
Language: en
Pages: 0
Authors: Alexandre Mazigi
Categories: Foreign exchange rates
Type: BOOK - Published: 2002 - Publisher:

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The paper empirically examines the effects of macroeconomic news announcements on the CDN/USD exchange rate. Our process started by dividing our sample observat
Trading Activity and Exchange Rates in High-frequency EBS Data
Language: en
Pages: 40
Authors: Alain P. Chaboud
Categories: Foreign exchange
Type: BOOK - Published: 2007 - Publisher:

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The absence of data has, until now, precluded virtually all research on trading volume in the foreign exchange market. This paper introduces a new high-frequenc
Intraday Yen/dollar Exchange Rate Movements
Language: en
Pages: 48
Authors: Takatoshi Itō
Categories: Foreign exchange
Type: BOOK - Published: 1988 - Publisher:

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Intraday movements in the yen/dollar rate are examined over the 1980-86 period using opening and closing quotes in the New York and Tokyo markets. The results i