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Exchange rate risk and transactions costs: Evidence from bid-ask spreads

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Author Info
Glassman, Debra
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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 6 (1987)
Issue (Month): 4 (December)
Pages: 479-490
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Handle: RePEc:eee:jimfin:v:6:y:1987:i:4:p:479-490

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Web page: http://www.elsevier.com/locate/inca/30443

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  1. Shang-Jin Wei, 1991. "Anticipations of foreign exchange volatility and bid-ask spreads," International Finance Discussion Papers 409, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  2. David C. Parsley & Ziyong Cai, 1995. "Exchange Rate Uncertainty And Traded Goods Prices," International Economic Journal, Korean International Economic Association, vol. 9(2), pages 27-35, June. [Downloadable!] (restricted)
  3. Michael B. Devereux & Shouyong Shi, 2008. "Vehicle Currency," Working Papers tecipa-315, University of Toronto, Department of Economics. [Downloadable!]
    Other versions:
  4. Charles Goodhart & Takatoshi Ito & Richard Payne, 1995. "One Day in June, 1994: A Study of the Working of Reuters 2000-2 Electronic Foreign Exchange Trading System," NBER Technical Working Papers 0179, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Laurini, Márcio P. & Furlani, Luiz G. C. & Portugual, Marcelo S., 2008. "Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data," Ibmec Working Papers wpe_101, Ibmec Working Paper, Ibmec São Paulo. [Downloadable!]
  6. Ali Kutan & Su Zhou, 1995. "Sociopolitical instability, volatility, and the bid-ask spread: Evidence from the free market for dollars in Poland," Open Economies Review, Springer, vol. 6(3), pages 225-236, July. [Downloadable!] (restricted)
  7. Robert Aliber & Bhagwan Chowdhry & Shu Yan, 2000. "Transactions Costs in the Foreign Exchange Market," University of California at Los Angeles, Anderson Graduate School of Management 1062, Anderson Graduate School of Management, UCLA. [Downloadable!]
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