Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
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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
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美国国家经济研究局创建时间：
2002-05-01
