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Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle

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  • Lise Patureau

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  • Lise Patureau, 2002. "Pricing-to-market and limited participation : a joint explanation to the exchange rate disconnect puzzle," Computing in Economics and Finance 2002 299, Society for Computational Economics.
    • Handle: RePEc:sce:scecf2:299
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    More about this item

    Keywords

    exchange rate disconnect puzzle; pricing-to-market; liquidity effect;
    All these keywords.

    JEL classification:

    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
    • F31 - International Economics - - International Finance - - - Foreign Exchange

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