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Fixed versus flexible: Lessons from EMS order flow · Study

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ArticleFixed versus flexible: Lessons from EMS order flow

William P. Killeen2006

Article2006

Fixed versus flexible: Lessons from EMS order flow

William P. Killeen · Richard K. Lyons · Michael John Moore

124 citations·0/0 files stored·Journal of International Money and Finance

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Financial Markets and Investment Strategies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1980On the Impossibility of Informationally Efficient Markets 1983Empirical exchange rate models of the seventies 1980On the Impossibility of Informationally Efficient Markets 1991Measuring the Information Content of Stock Trades 1986Stock return variances 1981Information aggregation in a noisy rational expectations economy 2001The Microstructure Approach to Exchange Rates

Cited by

2005Liquidity provision in the overnight foreign exchange market 2003How is Macro News Transmitted to Exchange Rates?2009What drives volatility persistence in the foreign exchange market?☆2011Global liquidity risk in the foreign exchange market 2013The market microstructure approach to foreign exchange: Looking back and looking forward 2004Can Portfolio Rebalancing Explain the Dynamics of Equity Returns, Equity Flows, and Exchange Rates?

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2004A New Micro Model of Exchange Rate Dynamicsreport · 12 shared references 2007A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATIONarticle · 11 shared references 2006Macro lessons from microstructurearticle · 11 shared references 2008How is macro news transmitted to exchange rates?article · 10 shared references 2008Macroeconomic News, Order Flows, and Exchange Ratesarticle · 10 shared references 2013The market microstructure approach to foreign exchange: Looking back and looking forwardarticle · 10 shared references

Details

Year2006

Typearticle

Published2006-01-20

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations124

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

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doi10.1016/j.jimonfin.2005.11.011

openalex_workW1991698722

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2011Order Flow and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set

2012Foreign exchange market reactions to sovereign credit news