The interrelationship between order flow, exchange rate, and the role of American economic news
Year of publication: |
2021
|
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Authors: | Firouzi, Shahrokh ; Wang, Xiangning |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-21
|
Subject: | Comovement | Foreign exchange market | Macrostructures | Microstructures | Wavelet transform coherency | Devisenmarkt | Wechselkurs | Exchange rate | Volatilität | Volatility | Marktmikrostruktur | Market microstructure |
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