Royal Mint Court
EC3N 4HH London
Barclays - Barclays Global Investors (London)
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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
foreign exchange market, microstructure, monetary policy announcements, Markov switching, endogenous probabilities
Law of One Price, mean reversion, nonlinearities, thresholds
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: j-4932.
C10, F31, F41
File name: ecoj.
File name: j-0084.
File name: ecca879.
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