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The impact of macroeconomic surprises on spot and forward foreign exchange markets

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  • Simpson, Marc W.
  • Ramchander, Sanjay
  • Chaudhry, Mukesh

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  • Simpson, Marc W. & Ramchander, Sanjay & Chaudhry, Mukesh, 2005. "The impact of macroeconomic surprises on spot and forward foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 24(5), pages 693-718, September.
    • Handle: RePEc:eee:jimfin:v:24:y:2005:i:5:p:693-718
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