Showing 1 - 10 of 6,328
We investigate the relation between foreign exchange (FX) order flow and the forward bias. We outline a decomposition of the forward bias according to which a negative correlation between interest rate differentials and order flow creates a time-varying risk premium consistent with that bias....
Persistent link: https://www.econbiz.de/10011396784
Persistent link: https://www.econbiz.de/10011707918
Persistent link: https://www.econbiz.de/10012383860
Persistent link: https://www.econbiz.de/10014234202
Persistent link: https://www.econbiz.de/10009700592
Persistent link: https://www.econbiz.de/10009762410
Persistent link: https://www.econbiz.de/10011543818
Persistent link: https://www.econbiz.de/10010495135
Persistent link: https://www.econbiz.de/10003746950
Persistent link: https://www.econbiz.de/10012822247