Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
收藏NBER2002-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w8959
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资源简介：
Using a new dataset consisting of six years of real-time exchange rate quotations, macroeconomic expectations, and macroeconomic realizations (announcements), we characterize the conditional means of U.S. dollar spot exchange rates versus German Mark, British Pound, Japanese Yen, Swiss Franc, and
提供机构：
美国国家经济研究局
创建时间：
2002-05-01
