Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market
Year of publication: |
2010
|
---|---|
Authors: | Lovcha, Yuliya ; Perez-Laborda, Alejandro |
Institutions: | Magyar Nemzeti Bank (MNB) |
Subject: | customer order flows | nonlinear models | microstructure | exchange rate |
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Is exchange rate - customer order flow relationship linear? Evidence from the Hungarian FX market
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Is exchange rate - customer order flow relationship linear? Evidence from the Hungarian FX market
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