Price Impacts of Deals and Predictability of the Exchange Rate Movements
Published Date
Copyright 2008
ISBN 9780226386829
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Copy CitationTakatoshi Ito and Yuko Hashimoto, International Financial Issues in the Pacific Rim: Global Imbalances, Financial Liberalization, and Exchange Rate Policy (University of Chicago Press, 2008), chap. 6, https://www.nber.org/books-and-chapters/international-financial-issues-pacific-rim-global-imbalances-financial-liberalization-and-exchange/price-impacts-deals-and-predictability-exchange-rate-movements.
Published From Paper
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Working Paper
This paper examines the price impact and the predictability of the exchange rate movement using the transaction data...