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Exchange rate forecasting, order flow and macroeconomic information · Study

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ArticleExchange rate forecasting, order flow and macroeconomic information

Dagfinn Rime2009

Article2009

Exchange rate forecasting, order flow and macroeconomic information

Dagfinn Rime · Lucio Sarno · Elvira Sojli

281 citations·0/0 files stored·Journal of International Economics

No readable copy stored yet — this record is metadata only.

Financial Markets and Investment Strategies Monetary Policy and Economic Impact Forecasting Techniques and Applications

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 281 citations exist upstream.

References

1985Continuous Auctions and Insider Trading 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1983Empirical exchange rate models of the seventies 1988A Theory of Intraday Patterns: Volume and Price Variability 1994The Sharpe Ratio 1984Forward and spot exchange rates 2000The Six Major Puzzles in International Macroeconomics: Is There a Common Cause?2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange

Cited by

2020The Disease Outbreak Channel of Exchange Rate Return Predictability: Evidence from COVID-19 2016Exchange rate expectations and economic policy uncertainty 2005Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting 2016Volatility risk premia and exchange rate predictability 2016Toxic Arbitrage 2013Advances in Forecasting under Instability 2013Abrupt rise of new machine ecology beyond human response time 2010Limit-order submission strategies under asymmetric information

Details

Year2009

Typearticle

Published2009-03-30

VenueJournal of International Economics

ISSN-L0022-1996

Languageen

Citations281

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.jinteco.2009.03.005

openalex_workW2140945868

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