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FOREIGN EXCHANGE MARKET REACTION TO THE U.S.-CANADA FREE TRADE AGREEMENT

Hogan, Kedreth; Sultan, Jahangir - In: Journal of Financial Research 17 (1994) 4, pp. 539-549

Persistent link: https://www.econbiz.de/10010889163

Foreign Exchange Market Reaction to the U.S.-Canada Free Trade Agreement

Hogan, Kedreth; Sultan, Jahangir - In: Journal of Financial Research 17 (1994) 4, pp. 539-49

In this paper we investigate the effect of news about the advent of the U.S.-Canada Free Trade Agreement (FTA) on the exchange rate between the Canadian dollar and the U.S. dollar. We find evidence that information flows related to the likelihood of the FTA influenced the volatility of the daily...

Persistent link: https://www.econbiz.de/10008518657

Program trading, nonprogram trading, and market volatility

Hogan, Kedreth C. - In: The journal of futures markets 17 (1997) 7, pp. 733-756

Persistent link: https://www.econbiz.de/10001228476

Foreign Exchange Market Reaction to the U.S -Canada Free Trade Agreement

Hogan, Kedreth; Sultan, Jahangir - In: The journal of financial research : a publ. of the … 17 (1994) 4, pp. 539-550

Persistent link: https://www.econbiz.de/10006866932