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One Day in June 1993: A Study of the Working of the Reuters 2000-2 Electronic Foreign Exchange Trading System

Payne, Richard; Goodhart, Charles; Ito, Takatoshi - In: The Microstructure of Foreign Exchange Markets

Persistent link: https://www.econbiz.de/10005072680

The Effects of Macroeconomic News on High Frequency Exchange Rate Behaviour

Almeida, Alvaro; Payne, Richard; Goodhart, Charles - Financial Markets Group - 1997

This paper studies the high frequency reaction of the DEM/USD exchange rate to publicly announced macroeconomic information emanating from Germany and the U.S. The new content of each announcement is extracted using a set of market expectation figures supplied by MMS International. By using data...

Persistent link: https://www.econbiz.de/10005073800

Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets

Payne, Richard; Goodhart, Charles; Rime, Dagfinn - Financial Markets Group - 2002

This paper tries to provide a simple explanation for the empirical finding, documented here and also by Hau, Killeen and Moore (2002), that spreads in the spot USD/EUR market are substantially higher than those in the preceding DEM/USD foreign exchange market. The paper argues that it is...

Persistent link: https://www.econbiz.de/10005102419

Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets

Goodhart, Charles; Love, Ryan; Payne, Richard; Rime, Dagfinn - London School of Economics (LSE) - 2002

Persistent link: https://www.econbiz.de/10010745372

A re-examination of variance-ratio test of random walks in foreign exchange rates

Chang, Yuanchen - In: Applied financial economics 14 (2004) 9, pp. 671-679

Persistent link: https://www.econbiz.de/10002091410

Trading volume, volatility and bank of Japan intervention

Chang, Yuanchen - In: Applied financial economics letters 1 (2005) 2, pp. 101-104

Persistent link: https://www.econbiz.de/10002807094

The accuracy of reports of foreign exchange intervention by the Bank of Japan : does Tokyo know more?

Chang, Yuanchen - In: Journal of international money and finance 25 (2006) 8, pp. 1241-1256

Persistent link: https://www.econbiz.de/10003398656

The pricing of foreign exchange risk around the Asian financial crisis : evidence from Taiwan's stock market

Chang, Yuanchen - In: Journal of multinational financial management 12 (2002) 3, pp. 223-238

Persistent link: https://www.econbiz.de/10001705981

Divergent expectations and closed-end funds : evidence from the post-Asian financial crisis period

Chang, Yuanchen; Chan, Kam C.; Fok, Robert C. W. - In: Journal of emerging markets 11 (2006) 2, pp. 5-14

Persistent link: https://www.econbiz.de/10003380125

What drives foreign expansion of the top 100 multinational banks? : the role of the credit reporting system

Tsai, Hsiangping; Chang, Yuanchen; Hsiao, Pei-hsin - In: Journal of banking & finance 35 (2011) 3, pp. 588-605

Persistent link: https://www.econbiz.de/10009159717