International Finance Discussion Papers: The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global I by Alain P. Chaboud

International Finance Discussion Papers: The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global I

Alain P. Chaboud

46 pages • missing pub info (view editions)

nonfiction politics
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We introduce a new high-frequency foreign exchange dataset from EBS (Electronic Broking Service) that includes trading volume in the global interdealer spot market, data not previously available to researchers. The data also gives live transactabl...

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