RANDOM WALK OR A RUN: MARKET MICROSTRUCTURE ANALYSIS OF THE FOREIGN EXCHANGE RATE MOVEMENTS BASED ON CONDITIONAL PROBABILITY
| Year of publication: |
2008
|
|---|---|
| Authors: | Hashimoto, Yuko ; Ito, Takatoshi ; Ohnishi, Takaaki ; Takayasu, Misako ; Takayasu, Hideki ; Watanabe, Tsutomu |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2008, 14160
|