Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market
Year of publication: |
2013
|
---|---|
Authors: | Lovcha, Yuliya ; Perez-Laborda, Alejandro |
Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 35.2013, C, p. 20-35
|
Publisher: |
Elsevier |
Subject: | Customer order flow | Markov Switching model | Structural threshold model | Microstructure | Exchange rate |
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