Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10008859370
Persistent link: https://www.econbiz.de/10010236190
Persistent link: https://www.econbiz.de/10009782938
Persistent link: https://www.econbiz.de/10009268721
Persistent link: https://www.econbiz.de/10003205902
Persistent link: https://www.econbiz.de/10003014830
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
This paper examines the relation between the Canadian dollar / US dollar (CAD) exchange rate and foreign exchange order flow employing a novel data set on CAD order flow over the period 1994-2005. We investigate empirically the predictive information content and the determinants of order flow....
Persistent link: https://www.econbiz.de/10013147098
Persistent link: https://www.econbiz.de/10009741230