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Testing for Market Microstructure Effects in Intraday Volatility : A Reassessment of the Tokyo FX Experiment
Anderson, Torben G. - 1998
This paper develops mew robust inference procedures for analyzing the intraday return volatility patterns that constitute a focal point of much market microstructure theory. Our empirical analysis is motivated by the recent lifting of trading restrictions in the interbank foreign exchange (FX)...
Persistent link: https://www.econbiz.de/10012472145
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Post-War Economic Growth in the Group-of-Five Countries : A New Analysis
Boskin, Michael J. - 1990
Group-of-Five (G-5) countries: France, West Germany, Japan, United Kingdom and United states. It is assumed that all … France, West Germany and Japan, and between 8 and 10 percent per annum for the U.K. and the U.S. for the period under study …, the productive efficiencies of France, West Germany and Japan rose rapidly from less than 40 percent of the U.S. level in …
Persistent link: https://www.econbiz.de/10012475512