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~subject:"Exchange rate"
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Macroeconomic news, order flow...
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Exchange rate
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Payne, Richard
14
Almeida, Alvaro
3
Vitale, Paolo
3
Cenedese, Gino
2
Daníelsson, Jón
2
Goodhart, Charles A. E.
2
Love, Ryan
2
Sarno, Lucio
2
Valente, Giorgio
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ECONIS (ZBW)
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1
An empirical analysis of exchange rates using high-frequency data
Payne, Richard
-
1997
Persistent link: https://www.econbiz.de/10001436960
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2
The effects of macroeconomic "news" on high frequency exchange rate behaviour
Almeida, Alvaro
;
Goodhart, Charles A. E.
;
Payne, Richard
-
1997
Persistent link: https://www.econbiz.de/10000955138
Saved in:
3
An investigation of long range dependence in intra-day foreign exchange rate volatility
Henry, Mark S.
;
Payne, Richard
-
1997
Persistent link: https://www.econbiz.de/10000961212
Saved in:
4
Macroeconomic news, order flows, and exchange rates
Love, Ryan
;
Payne, Richard
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
2
,
pp. 467-488
Persistent link: https://www.econbiz.de/10003729141
Saved in:
5
Exchange rate determination and inter-market order flow effects
Daníelsson, Jón
;
Luo, Jinhui
;
Payne, Richard
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 823-840
Persistent link: https://www.econbiz.de/10009691778
Saved in:
6
Liquidity determination in an order-driven market
Daníelsson, Jón
;
Payne, Richard
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 799-821
Persistent link: https://www.econbiz.de/10009691779
Saved in:
7
A transaction level study of the effects of central bank intervention on exchange rates
Payne, Richard
;
Vitale, Paolo
- In:
Journal of international economics
61
(
2003
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10001815828
Saved in:
8
Macroeconomic news, order flows and exchange
Love, Ryan
;
Payne, Richard
-
2003
Persistent link: https://www.econbiz.de/10001999167
Saved in:
9
A transaction level study of the effects of central bank intervention on exchange rates
Payne, Richard
;
Vitale, Paolo
-
2000
Persistent link: https://www.econbiz.de/10001527176
Saved in:
10
The effects of macroeconomic news on high frequency exchange rate behavior
Almeida, Alvaro
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
3
,
pp. 383-408
Persistent link: https://www.econbiz.de/10001251498
Saved in:
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