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  Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate 1 We would like to thank participants at the HFDF-I conference in Zurich, EC2 meeting in Aarhus, ESEM in Istanbul, JIMF-LIFE workshop in Maastricht, conference on High Frequency Financial Data in San Diego and at seminars at University of Bern, Freie Universität Berlin, London School of Economics, Tinbergen Institute Rotterdam, GREMAQ and GREQAM, for constructive comments. In particular we would like to thank Philipp Hartmann, Richard Lyons, Franz Palm and Neil Shephard and two referees. Of course, all errors are our own. 1 2 Note this article was presented at the JIMF-LIFE conference and it was submitted by the authors to the JIMF. It was considered by referees and accepted for publication by Michael Melvin, Co-Editor. 2
 
 
Titel: Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate 1 We would like to thank participants at the HFDF-I conference in Zurich, EC2 meeting in Aarhus, ESEM in Istanbul, JIMF-LIFE workshop in Maastricht, conference on High Frequency Financial Data in San Diego and at seminars at University of Bern, Freie Universität Berlin, London School of Economics, Tinbergen Institute Rotterdam, GREMAQ and GREQAM, for constructive comments. In particular we would like to thank Philipp Hartmann, Richard Lyons, Franz Palm and Neil Shephard and two referees. Of course, all errors are our own. 1 2 Note this article was presented at the JIMF-LIFE conference and it was submitted by the authors to the JIMF. It was considered by referees and accepted for publication by Michael Melvin, Co-Editor. 2
Auteur: De Jong, Frank
Mahieu, Ronald
Schotman, Peter
Verschenen in: Journal of international money and finance
Paginering: Jaargang 17 (1998) nr. 1 pagina's 23 p.
Jaar: 1998
Inhoud:
Uitgever: Elsevier Science B.V.
Bronbestand: Elektronische Wetenschappelijke Tijdschriften
 
 

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