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Foreign Exchange Market
Empirical Studies with High-Frequency Data
Av C. Goodhart, R. Payne
Inbunden, 2000
1130 kr
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This book brings together a number of research studies, all of which examine the behaviour of foreign exchange rates. The main focus of the collection is on empirical characterisation of high-frequency exchange rate data. The pioneering studies demonstrate and explain, amongst other things, the …