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The market microstructure approach to foreign exchange : looking back and looking forward
King, Michael R.; Osler, Carol; Rime, Dagfinn - In: Journal of international money and finance 38 (2013), pp. 95-119
Persistent link: https://www.econbiz.de/10010236190
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The market microstructure approach to foreign exchange : looking back and looking forward
King, Michael R.; Osler, Carol; Rime, Dagfinn - 2012
Persistent link: https://www.econbiz.de/10009782938
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Foreign exchange market structure, players and evolution
King, Michael R.; Osler, Carol; Rime, Dagfinn - 2011
Persistent link: https://www.econbiz.de/10009268721
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The market microstructure approach to foreign exchange : looking back and looking forward
King, Michael R.; Osler, Carol; Rime, Dagfinn - 2013
Persistent link: https://www.econbiz.de/10009741230
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The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward
King, Michael; Osler, Carol; Rime, Dagfinn - Department of Economics, International Business School, … - 2012
Looking back, 30 years of research on foreign exchange (FX) market microstructure reveals that order flow, heterogeneity among agents, and private information are crucial determinants of short-run exchange rate dynamics. Microstructure researchers have produced empirically-driven models that fit...
Persistent link: https://www.econbiz.de/10010896681
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The Market Microstructure Approach to Foreign Exchange : Looking Back and Looking Forward
King, Michael R. - 2013
Research on foreign exchange market microstructure stresses the importance of order flow, heterogeneity among agents, and private information as crucial determinants of short-run exchange rate dynamics. Microstructure researchers have produced empirically-driven models that fit the data...
Persistent link: https://www.econbiz.de/10013081603
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The market microstructure approach to foreign exchange: Looking back and looking forward
King, Michael R.; Osler, Carol L.; Rime, Dagfinn - In: Journal of International Money and Finance 38 (2013) C, pp. 95-119
Research on foreign exchange market microstructure stresses the importance of order flow, heterogeneity among agents, and private information as crucial determinants of short-run exchange rate dynamics. Microstructure researchers have produced empirically-driven models that fit the data...
Persistent link: https://www.econbiz.de/10010719330