Price Clustering in the FX Market: A Disaggregate Analysis using Central Bank Interventions
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- Fischer, Andreas M, 2004. "Price Clustering in the FX Market: A Disaggregate Analysis Using Central Bank Intervention," CEPR Discussion Papers 4529, C.E.P.R. Discussion Papers.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Klumpp, Joni M. & Brorsen, B. Wade & Anderson, Kim B., 2005. "The Preference for Round Number Prices," 2005 Annual Meeting, February 5-9, 2005, Little Rock, Arkansas 35537, Southern Agricultural Economics Association.
- Pasquariello, Paolo, 2007. "Informative trading or just costly noise? An analysis of Central Bank interventions," Journal of Financial Markets, Elsevier, vol. 10(2), pages 107-143, May.
- Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2018.
"Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal,"
Working Papers on Finance
1808, University of St. Gallen, School of Finance.
- Breedon, Francis & Chen, Louisa & Ranaldo, Angelo & Vause, Nicholas, 2018. "Judgement Day: algorithmic trading around the Swiss franc cap removal," Bank of England working papers 711, Bank of England.
- Áron Gereben & György Gyomai & Norbert Kiss M., 2005. "The microstructure approach to exchange rates: a survey from a central bank’s viewpoint," MNB Occasional Papers 2005/42, Magyar Nemzeti Bank (Central Bank of Hungary).
- Pasquariello, Paolo, 2010. "Central bank intervention and the intraday process of price formation in the currency markets," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1045-1061, October.
More about this item
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-07-11 (All new papers)
- NEP-FIN-2004-07-11 (Finance)
- NEP-IFN-2004-07-11 (International Finance)
- NEP-MON-2004-07-11 (Monetary Economics)
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