Order flow and exchange rate dynamics : an application to emerging markets
Kwabena Duffuor, Ian W. Marsh and Kate Phylaktis
| Year of publication: |
2012
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|---|---|
| Authors: | Duffuor, Kwabena ; Marsh, Ian ; Phylaktis, Kate |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 17.2012, 3, p. 290-304
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| Subject: | order flow | foreign exchange markets | exchange rates | forex microstructure | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Marktmikrostruktur | Market microstructure | Schwellenländer | Emerging economies | Theorie | Theory | Volatilität | Volatility | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009615676