9500 Gilman Drive
Rady School of Management
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University of California, San Diego (UCSD) - Rady School of Management
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financial crisis, foreign exchange, exchange rates, transaction costs
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP7472.
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Financial crisis, foreign exchange market
Small investors, noise traders, informed traders, microstructure, Tokyo Stock Exchange, minimum trading unit
exchange rate forecasting, forecast evaluation, conditioners, quantitative models, benchmarks
Financial crisis, Argentina, ADRs
currency investing, performance benchmarks, carry, momentum, purchasing power parity
Japan premium, TIBOR, LIBOR, Credit risk, Japanese Bank, credit spread, credit downgrades, credit upgrades, Euroyen
foreign exchange, microstructure, intervention, exchange rate
exchange rates, intervention, microstructure
cross-listings, rival firms, growth opportunities
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: eufm.
foreign exchange market, microstructure, monetary policy announcements, Markov switching, endogenous probabilities
microstructure, price discovery, private information, auctions
This is a Multinational Finance Journal paper. Multinational Finance Journal charges $10.99 .
File name: SSRN-id2627653.
ADRs, international cross-listing, international equity markets, German stocks
carry trade, financial risk, duration, active portfolio management
File name: PAER.
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