What people are saying - Write a review
We haven't found any reviews in the usual places.
adjusted GMT clock Adjusted GMT Hour afternoon hours ask side Bank of Japan Bank Survey 2001 beginning hours best bid bid and ask bid and offer bid or ask bid side billion yen Central Bank Survey credit lines currency daylight saving dealers dummy variables EBS system Economics electronic broking system exchange rate Figure firm quotes foreign exchange market global Goodhart Hour 0 dummy Hour 0 effect Hour 14 hours of Tokyo insert Table interbank market intra-day pattern lowest given Lyons market activity mean of spread Michael Woodford Monday Hour NBER NBER Working Papers number of deals number of price number of quote October 28 opening effect original GMT Hour Panel pattern of activity peak of activities quote entries quote revision quotes and deals s.e. Coefficient s.e. significant spot trades statistically Sunday surge three major markets Tokyo market opens Triennial Central Bank turnovers University of Tokyo yen/dollar trades York open dummies