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Information flows in foreign exchange markets : dissecting customer currency trades

Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: The journal of finance : the journal of the American … 71 (2016) 2, pp. 601-634

Persistent link: https://www.econbiz.de/10011482338

Currency value

Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - 2016

Persistent link: https://www.econbiz.de/10011522077

Currency value

Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - In: The review of financial studies 30 (2017) 2, pp. 416-441

Persistent link: https://www.econbiz.de/10011746100

Exchange rate management in emerging markets : intervention via an electronic limit order book

Melvin, Michael; Menkhoff, Lukas; Schmeling, Maik - In: Journal of international economics 79 (2009) 1, pp. 54-63

Persistent link: https://www.econbiz.de/10003903046

Whose trades convey information? : evidence from a cross-section of traders

Menkhoff, Lukas; Schmeling, Maik - In: Journal of financial markets 13 (2010) 1, pp. 101-128

Persistent link: https://www.econbiz.de/10003935480

Exchange rate management in emerging markets : intervention via an electronic limit order book

Melvin, Michael; Menkhoff, Lukas; Schmeling, Maik - 2009

This paper describes and analyzes the implementation of a crawling exchange rate band on an electronic trading platform. The placement of limit orders at the central bank's target rate serves as a credible policy statement that may coordinate beliefs of market participants. We find for our...

Persistent link: https://www.econbiz.de/10003850509