Pricing-to-market and limited participation: a joint explanation to the exchange rate disconnect puzzle

Lise Patureau ()

No 299, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: exchange rate disconnect puzzle; pricing-to-market; liquidity effect (search for similar items in EconPapers)
JEL-codes: E32 F31 F41 (search for similar items in EconPapers)
Date: 2002-07-01
New Economics Papers: this item is included in nep-fin and nep-ifn
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