Breedon, Francis J. (contributor); Vitale, Paolo (contributor) - 2004
Central Bank working paper series 42
Abstract
We propose a simple structural model of exchange rate determination which draws … that appear in our sample.
Keywords: Order Flow, Foreign Exchange Micro Structure, Exchange Rate Dynamics.
4
ECB
Working … students of exchange rate economics have turned their attention to the
analysis of transaction data in foreign exchange (FX …