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Calibrating an algorithm for estimating transactions from FXFX exchange rate quotes

, , and . Journal of International Money and Finance, 16 (6): 921--930 (December 1997)

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European monetary integration. European Economic Review, 40 (3-5): 1083--1090 (April 1996)Interaction between Wall Street and the London stock exchange : A test of the efficient market hypothesis. Economics Letters, 22 (4): 359--360 (1986)The transition from national currencies to the euro, and . Economics Letters, 79 (1): 83--88 (April 2003)Investigating time-variation in the marginal predictive power of the yield spread, and . Journal of Economic Dynamics and Control, 32 (4): 1236--1272 (April 2008)Calibrating an algorithm for estimating transactions from FXFX exchange rate quotes, , and . Journal of International Money and Finance, 16 (6): 921--930 (December 1997)Can we improve the structure of financial systems?. European Economic Review, 37 (2-3): 269--291 (April 1993)Money, information and uncertainty. Macmillan, London u.a., (1975)The evolution of central banks. MIT Press, Cambridge, Mass. u.a., (1988)High frequency data in financial markets: Issues and applications, and . Journal of Empirical Finance, 4 (2-3): 73--114 (June 1997)The lender of last resort, and . Journal of Banking & Finance, 29 (5): 1059--1082 (May 2005)