Intraday Yen/Dollar Exchange Rate Movements: News or Noise?
收藏NBER1988-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w2703
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资源简介：
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 indicate that random-walk behavior is violated about half of the time in various subsamples. However, the economic significance of departures
提供机构：
美国国家经济研究局
创建时间：
1988-09-01
