The effects of macroeconomic "news" on high frequency exchange rate behaviour
By: by Alvaro Almeida, Charles Goodhart and Richard Payne.
Contributors: Goodhart, Charles.; Payne, Richard.; London School of Economics, Financial Markets Group.; Economic and Social Research Council.
Series: Discussion paper / London School of Economics, Financial Markets Group -- no.258; Discussion paper (London School of Economics, Financial Markets Group) -- no.258.
Publisher: London School of Economics, Financial Markets Group
Published: 1997
Place of publication: London
Language: eng