A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination
Year of publication: |
2004-08
|
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Authors: | Vitale, Paolo |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | exchange rate dynamics | foreign exchange microstructure | order flow |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 4530 |
Classification: | D82 - Asymmetric and Private Information ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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A Market Microstructure Analysis of Foreign Exchange Intervention
Vitale, Paolo, (2006)
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An empirical study of liquidity and information effects of order flow on exchange rates
Breedon, Francis, (2004)
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A market microstructure analysis of foreign exchange intervention
Vitale, Paolo, (2006)
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A Transaction Data Study of the Forward Bias Puzzle
Breedon, Francis, (2010)
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A Market Microstructure Analysis of Foreign Exchange Intervention
Vitale, Paolo, (2006)
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Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability
Vitale, Paolo, (2001)
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