Puzzles in the Tokyo fixing in the forex market : order imbalances and Bank pricing
Takatoshi Ito, Masahiro Yamada
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Itō, Takatoshi ; Yamada, Masahiro |
| Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 109.2017, p. 214-234
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| Subject: | Foreign exchange markets | Fixing | Tokyo fixing | WM/Reuters | Efficient market | Spikes | Prehedge | Devisenmarkt | Foreign exchange market | Japan | Effizienzmarkthypothese | Efficient market hypothesis | Tokio | Tokyo | Wechselkurs | Exchange rate | Währungsderivat | Currency derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jinteco.2017.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011916596