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~institution:"Schweizerische Nationalbank (SNB)"
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asymmetric information
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behavioural finance
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calendar effects
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foreign exchange market
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high-frequency data
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inventory
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market segmentation
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Schweizerische Nationalbank (SNB)
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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International Food Policy Research Institute (IFPRI)
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Erasmus University Rotterdam, Econometric Institute
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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Segmentation and Time-of-Day Patterns in Foreign Exchange Markets
Ranaldo, Angelo
-
Schweizerische Nationalbank (SNB)
-
2007
(negative) imbalance in dealers'
inventory
. In aggregate, this turns into sell-price (buy-price) pressure on the domestic …
Persistent link: https://www.econbiz.de/10005091306
Saved in:
2
Segmentation and Time-of-Day Patterns in Foreign Exchange Markets
Ranaldo, Angelo
-
Schweizerische Nationalbank (SNB)
-
2007
(negative) imbalance in dealers'
inventory
. In aggregate, this turns into sell-price (buy-price) pressure on the domestic …
Persistent link: https://www.econbiz.de/10008925015
Saved in:
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