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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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Intraday effects of foreign exchange intervention by the Bank of Japan, and . Journal of International Money and Finance, 17 (1): 191--210 (Feb 19, 1998)Calibrating an algorithm for estimating transactions from FXFX exchange rate quotes, , and . Journal of International Money and Finance, 16 (6): 921--930 (December 1997)The pricing of foreign exchange risk around the Asian financial crisis: evidence from Taiwan's stock market. Journal of Multinational Financial Management, 12 (3): 223--238 (July 2002)Information arrivals and intraday exchange rate volatility, and . Journal of International Financial Markets, Institutions and Money, 13 (2): 85--112 (April 2003)The accuracy of reports of foreign exchange intervention by the Bank of Japan: Does Tokyo know more?. Journal of International Money and Finance, 25 (8): 1241--1256 (December 2006)