Do Currency Markets Absorb News Quickly?
收藏NBER2005-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11041
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资源简介：
This paper addresses whether macro news arrivals affect currency markets over time. The null from macro exchange-rate theory is that they do not: macro news is impounded in ex-change rates instantaneously. We test this by examining the effects of news on subsequent trades by end-user participants
提供机构：
美国国家经济研究局
创建时间：
2005-01-01
