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

被引：31

作者：

GLASSMAN, D

机构：

来源：

JOURNAL OF INTERNATIONAL MONEY AND FINANCE | 1987年 / 6卷 / 04期

关键词：

D O I：

10.1016/0261-5606(87)90024-6

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：479 / 490

页数：12

相关论文

共 23 条

[21] FORECASTING THE VOLATILITY OF CURRENCY EXCHANGE-RATES
TAYLOR, SJ
[J]. INTERNATIONAL JOURNAL OF FORECASTING, 1987, 3 (01) : 159 - 170
[22] MARKETABILITY OF COMMON STOCKS IN CANADA AND USA - COMPARISON OF AGENT VERSUS DEALER DOMINATED MARKETS
TINIC, SM
WEST, RR
[J]. JOURNAL OF FINANCE, 1974, 29 (03) : 729 - 746
[23] EXAMINATION OF FOREIGN-EXCHANGE RISK UNDER FIXED AND FLOATING RATE REGIMES
WESTERFIELD, JM
[J]. JOURNAL OF INTERNATIONAL ECONOMICS, 1977, 7 (02) : 181 - 200