Micro effects of macro-announcements
Subtitle: real-time price discovery in foreign exchange
By: Torben G. Anderson ... [et al.].
Contributors: Andersen, Torben G.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8959; Working paper series (National Bureau of Economic Research) -- working paper no. 8959.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 19
Subjects: Foreign exchange rates.; Foreign exchange market -- United States.
Notes: "May 2002."

JEL no. F3, G1.

Includes bibliographical references (p. [20-23]).

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Electronic version available via the Internet at the NBER World Wide Web site.