Does the day-of-the-week effect in foreign currency markets disappear? Evidence from the yen/dollar market
Year of publication: |
2003
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Authors: | Yamori, Nobuyoshi ; Mourdoukoutas, Panos |
Published in: |
The Japanese finance : corporate finance and capital markets in changing Japan. - Amsterdam [u.a.] : JAI, an imprint of Elsevier Science, ISBN 0-7623-1068-5. - 2003, p. 443-459
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Subject: | Kalendereffekt | Calendar effect | Devisenmarkt | Foreign exchange market | US-Dollar | US dollar | Schätzung | Estimation | Japan |
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