A survey of market practitioners' views on exchange rate dynamics
Dept. of Economics, University of California, Santa Cruz, 1999 - Business & Economics - 34 pages
What people are saying - Write a review
We haven't found any reviews in the usual places.
category are reported central bank intervention component frequencies conventional spread counterparty Daniel Friedman dealers deviations from fundamentals dollar/mark Dominant Players due to rounding exchange rate movements exchange rates homogeneity Financial Economics foreign exchange centers foreign exchange markets Fundamental Value Group of Thirty hectic market homogeneity test statistic Hong Kong Tokyo incomplete replies Increased Market Volatility informational asymmetry interbank bid-ask spreads Interbank Foreign Exchange interbank market International Economics International Settlements intraday exchange rates Journal of Financial Journal of International June Kong Tokyo Singapore large players long run long-run exchange rates Lyons Market Convention market liquidity market practitioners Medium Run Menzie David Chinn Michael Hutchison microstructure multiple responses Nirvikar Singh non-fundamental factors official intervention p-value Panel 4.c percentages of respondents rates homogeneity test reason for deviations reported in Panel respondents say response rates responses or incomplete survey approach survey results three foreign exchange value at risk Views on Exchange wide spread quote