Public Information Arrival, Exchange Rate Volatility, and Quote Frequency

• 1 July 2000
• journal article
• Published by Oxford University Press (OUP) in The Economic Journal
• Vol. 110  (465) , 644-661
• https://doi.org/10.1111/1468-0297.00558

Abstract

Keywords

• FOREIGN EXCHANGE MARKET
• HIGH FREQUENCY

All Related Versions

• Version 1, RePEc (Unconfirmed version)