Price impacts of deals and predictability of the exchange rate movements
By: Takatoshi Ito, Yuko Hashimoto.
Contributors: Hashimoto, Yuko.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 12682.; Working paper series (National Bureau of Economic Research) -- working paper no. 12682.
Publisher: National Bureau of Economic Research
Published: 2006
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 29
Subjects: Foreign exchange rates -- Mathematical models
Notes: "November 2006"

Includes bibliographical references (p. 18-20).

Also available in PDF from the NBER world wide web site (www.nber.org).