Similar Search Results

Japan's big bang and the transformation of financial markets

Itō, Takatoshi; Melvin, Michael - 1999

Persistent link: https://www.econbiz.de/10001400179

Puzzles in the Forex Tokyo "fixing" : order imbalances and biased pricing by banks

Itō, Takatoshi; Yamada, Masahiro - 2016

Persistent link: https://www.econbiz.de/10011706287

Puzzles in the Forex Tokyo " fixing" : order imbalances and biased pricing by banks

Itō, Takatoshi; Yamada, Masahiro - 2016

Persistent link: https://www.econbiz.de/10011574763

Three essays on financial markets and institutions

Souto, Marcos Rietti - 2005

Persistent link: https://www.econbiz.de/10003904272

The impact of FX central bank intervention in a noise trading framework

Beine, Michel (contributor); De Grauwe, Paul (contributor); … - 2005

In this paper we investigate the effects of central bank interventions (CBI) in a noise trading model with chartists and fundamentalists. We first estimate a model in which chartists extrapolate past returns and fundamentalists forecast a mean reverting dynamics of the exchange rate towards a...

Persistent link: https://www.econbiz.de/10003113337