Price discovery in the foreign exchange market

An empirical analysis of the Yen/Dmark rate

F.C.J.M. de Jong, R.J. Mahieu, P.C. Schotman

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
Pages (from-to)5-27
JournalJournal of International Money and Finance
Volume17
Issue number1
Publication statusPublished - 1998

Cite this

@article{f9ad5084a34e4bc498cc22c89bb9feb6,
title = "Price discovery in the foreign exchange market: An empirical analysis of the Yen/Dmark rate",
author = "{de Jong}, F.C.J.M. and R.J. Mahieu and P.C. Schotman",
year = "1998",
language = "English",
volume = "17",
pages = "5--27",
journal = "Journal of International Money and Finance",
issn = "0261-5606",
publisher = "ELSEVIER SCI LTD",
number = "1",

}

Price discovery in the foreign exchange market : An empirical analysis of the Yen/Dmark rate. / de Jong, F.C.J.M.; Mahieu, R.J.; Schotman, P.C.

In: Journal of International Money and Finance, Vol. 17, No. 1, 1998, p. 5-27.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Price discovery in the foreign exchange market

T2 - An empirical analysis of the Yen/Dmark rate

AU - de Jong, F.C.J.M.

AU - Mahieu, R.J.

AU - Schotman, P.C.

PY - 1998

Y1 - 1998

M3 - Article

VL - 17

SP - 5

EP - 27

JO - Journal of International Money and Finance

JF - Journal of International Money and Finance

SN - 0261-5606

IS - 1

ER -