Impacts of macroeconomic announcements on spreads in the foreign exchange market
碩士 === 國立暨南國際大學 === 國際企業學系 === 98 === This paper uses the high frequency data set covering the period 2003 to 2007 from the EBS (Electronic Broking Services) to investigate the intraday pattern and the day-of-the-week effect in the quoted spreads and the impact of announcements form USA, EMU, Japan...
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| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/11095781229440337309 |