Fatum, Rasmus (contributor); Scholnick, Barry (contributor) - 2005
where exchange rates are viewed as forward-looking asset-prices.
2
A common characteristic of all these studies, however, is …
variables by their respective standard deviations.
2
of news. In other words, unlike the aforementioned studies we are able … studies that do not distinguish between
announcement and surprise component.
Both the predictions of standard asset pricing …