Exchange Rate Fundamentals and Order Flow

2017-07-04chapterWORLD SCIENTIFIC eBooks55 citationsclosed

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

Financial Markets and Investment Strategies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

Abstract

The following sections are included:IntroductionThe ModelFundamentals and Order FlowDataEmpirical AnalysisConclusionAcknowledgementsAppendix AReferences

Citations in this library

Stored only when both papers are in the corpus — 55 citations exist upstream.

References

1996The Use of Knowledge in Society

1983Empirical exchange rate models of the seventies

1995Exchange rates and fundamentals: Evidence on long-horizon predictability

2001A real-time data set for macroeconomists

2004Exchange Rates and Fundamentals

1995Empirical research on nominal exchange rates

1995Tests of microstructural hypotheses in the foreign exchange market

1997A simultaneous trade model of the foreign exchange hot potato

Cited by

2007A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION