Macroeconomic news announcements and the Yen/$US intraday exchange rate
This study provides new evidence on the effects of macroeconomic news announcements and their impact on the yen/US$ exchange rate. Trading days are divided into 4 groups: (1) major US announcement days, (2) minor US announcement days, (3) Japanese announcement days, and (4) Non-announcement days. Th...
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| Format: | Others |
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1998
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| Online Access: | http://spectrum.library.concordia.ca/579/1/MQ43528.pdf Hughes, Brent <http://spectrum.library.concordia.ca/view/creators/Hughes=3ABrent=3A=3A.html> (1998) Macroeconomic news announcements and the Yen/$US intraday exchange rate. Masters thesis, Concordia University. |