EXCHANGE-RATE RISK AND TRANSACTIONS COSTS - EVIDENCE FROM BID-ASK SPREADS

[1] TRANSACTION COSTS AND MARKETABILITY SERVICES IN EUROCURRENCY MONEY MARKET [J]. JOURNAL OF MONETARY ECONOMICS, 1977, 3 (03) : 359 - 366

[2] Akhtar M., 1984, FEDERAL RESERVE BANK, V9, P7

[3] MONETARY INDEPENDENCE UNDER FLOATING EXCHANGE-RATES [J]. JOURNAL OF FINANCE, 1975, 30 (02) : 365 - 376

[4] ANDREWS MD, 1984, FEDERAL RESERVE BANK, V9, P38

[5] Bagehot W., 1971, FINANC ANAL J, V27, P12

[6] VARIANCES OF SECURITY PRICE RETURNS BASED ON HIGH, LOW, AND CLOSING PRICES [J]. JOURNAL OF BUSINESS, 1983, 56 (01) : 97 - 112

[7] THE STATISTICAL DISTRIBUTION OF EXCHANGE-RATES - EMPIRICAL-EVIDENCE AND ECONOMIC-IMPLICATIONS [J]. JOURNAL OF INTERNATIONAL ECONOMICS, 1987, 22 (3-4) : 297 - 319

[8] BOOTHE P, 1987, 855 U ALB DISC PAP

[9] BOOTHE P, 1987, OXFORD EC PAPERS, V39

[10] *CHIC MER EXCH, INT MON MKT YB

[1] TRANSACTION COSTS AND MARKETABILITY SERVICES IN EUROCURRENCY MONEY MARKET [J]. JOURNAL OF MONETARY ECONOMICS, 1977, 3 (03) : 359 - 366

[2] Akhtar M., 1984, FEDERAL RESERVE BANK, V9, P7

[3] MONETARY INDEPENDENCE UNDER FLOATING EXCHANGE-RATES [J]. JOURNAL OF FINANCE, 1975, 30 (02) : 365 - 376

[4] ANDREWS MD, 1984, FEDERAL RESERVE BANK, V9, P38

[5] Bagehot W., 1971, FINANC ANAL J, V27, P12

[6] VARIANCES OF SECURITY PRICE RETURNS BASED ON HIGH, LOW, AND CLOSING PRICES [J]. JOURNAL OF BUSINESS, 1983, 56 (01) : 97 - 112

[7] THE STATISTICAL DISTRIBUTION OF EXCHANGE-RATES - EMPIRICAL-EVIDENCE AND ECONOMIC-IMPLICATIONS [J]. JOURNAL OF INTERNATIONAL ECONOMICS, 1987, 22 (3-4) : 297 - 319

[8] BOOTHE P, 1987, 855 U ALB DISC PAP

[9] BOOTHE P, 1987, OXFORD EC PAPERS, V39

[10] *CHIC MER EXCH, INT MON MKT YB