What does currency order flow tell about spot exchange rates of Asian emerging markets?
Year of publication: |
2021
|
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Authors: | Aftab, Muhammad ; Anifowose Daniel Abolaji ; Evan Lau ; Izlin Ismail |
Published in: |
Borsa Istanbul Review. - Amsterdam [u.a.] : Elsevier, ISSN 2214-8450, ZDB-ID 2745445-9. - Vol. 21.2021, 3, p. 281-290
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Subject: | Currency order flow | Exchange rate | Asymmetric relationship | Market microstructure | Emerging markets | Schwellenländer | Emerging economies | Wechselkurs | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Asien | Asia | Volatilität | Volatility | Währungskrise | Currency crisis |
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