MICROSTRUCTURE OF THE YEN-DOLLAR FOREIGN EXCHANGE MARKET: PATTERNS OF INTRA-DAY ACTIVITY REVEALED IN THE ELECTRONIC BROKING SYSTEM
| Year of publication: |
2004
|
|---|---|
| Authors: | Ito, Takatoshi ; Hashimoto, Yuko |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2004, 10856
|