1.
Foreign Exchange Fixings and Returns Around the Clock
Krohn, Ingomar ; Mueller, Philippe ; Whelan, Paul
The U.S. dollar appreciates in the run-up to foreign exchange (FX) fixes and depreciates thereafter, tracing a W-shaped return pattern around the clock. Return reversals [...]
2024 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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2.
Supporting Information for "Foreign Exchange Fixings and Returns around the Clock"
Krohn, Ingomar ; Mueller, Philippe ; Whelan, Paul
This repository contains the code used for the paper Foreign Exchange Fixings and Returns Around the Clock by Krohn, Mueller, and Whelan (2023). The codes run on Matlab v[...]
2024 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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