Announcement versus nonannouncement : a study of intraday transaction price paths of Deutsche Mark and Japanese Yen futures
Year of publication: |
1996
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Authors: | Leng, Hsiaohua |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 16.1996, 7, p. 829-857
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Subject: | Währungsderivat | Currency derivative | Ankündigungseffekt | Announcement effect | Frühindikator | Leading indicator | Wirtschaftsindikator | Economic indicator | Deutsche Mark | Yen | USA | United States | 1988-1993 |
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