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Price discovery in currency markets

โœ Scribed by Carol L. Osler; Alexander Mende; Lukas Menkhoff


Book ID
116659165
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
346 KB
Volume
30
Category
Article
ISSN
0261-5606

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๐Ÿ“œ SIMILAR VOLUMES


Price discovery in the aluminum market
โœ Isabel Figuerola-Ferretti; Christopher L. Gilbert ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 208 KB

An extended version of the S. Beveridge and C. R. decomposition and a latent variable approach are used to examine how the noise content, and therefore the informativeness, of four aluminum prices that have been quoted at various times since 1970-the (now defunct) U.S. producer price, a transaction