Price Impacts of Deals and Predictability of the Exchange Rate Movements

Takatoshi Ito & Yuko Hashimoto
Published Date
Copyright 2008
ISBN 978-0-226-38682-9
International Financial Issues in the Pacific Rim
Book: International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy
Book editors: Takatoshi Ito & Andrew K. Rose
PUBLISHER: University of Chicago Press
Series: East Asia Seminar on Economics
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Topics

International Economics
International Finance
Financial Economics
Financial Markets

Published From Paper

Price Impacts of Deals and Predictability of the Exchange Rate Movements
- Working Paper
This paper examines the price impact and the predictability of the exchange rate movement using the transaction data...

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