F31 - Foreign Exchange - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T11:43:08+00:00Testing Uncovered Interest Parity: A Continuous-Time Approach
https://www.bankofcanada.ca/2007/11/working-paper-2007-53/
Nowadays researchers can choose the sampling frequency of exchange rates and interest rates.2007-11-02T17:39:51+00:00enTesting Uncovered Interest Parity: A Continuous-Time Approach2007-11-02Econometric and statistical methodsExchange ratesWorking Paper 2007-53 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp07-53.pdfTesting Uncovered Interest Parity: A Continuous-Time ApproachAntonio Diez de los RiosEnrique SentanaNovember 2007FF3F31GG1G15Where Does Price Discovery Occur in FX Markets?
https://www.bankofcanada.ca/2007/11/working-paper-2007-52/
Trades in foreign exchange markets are initiated around the world and around the clock. This study illustrates that trades are more informative when initiated in a local country or in major foreign exchange centers like London and New York.2007-11-01T13:00:49+00:00enWhere Does Price Discovery Occur in FX Markets?2007-11-01Exchange ratesFinancial marketsMarket structure and pricingWorking Paper 2007-52 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp07-52.pdfWhere Does Price Discovery Occur in FX Markets?Chris D'SouzaNovember 2007FF3F31GG1G15