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The impact of FX intervention on FX markets : a market microstructure analysis
Vitale, Paolo - In: International journal of finance & economics : IJFE 16 (2011) 1, pp. 41-62
Persistent link: https://www.econbiz.de/10009159825
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Optimal informed trading in the foreign exchange market
Vitale, Paolo - In: The European journal of finance 18 (2012) 9/10, pp. 989-1013
Persistent link: https://www.econbiz.de/10009691771
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A guided tour of the market microstructure approach to exchange rate determination
Vitale, Paolo - In: Journal of economic surveys 21 (2007) 5, pp. 903-934
Persistent link: https://www.econbiz.de/10003556393
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An assessment of some open issues in the analysis of foreign exchange intervention
Vitale, Paolo - In: International journal of finance & economics : IJFE 12 (2007) 2, pp. 155-170
Persistent link: https://www.econbiz.de/10003542878
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A guided tour of the market microstructure approach to exchange rate determination
Vitale, Paolo - 2004
Persistent link: https://www.econbiz.de/10013424483
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Carry trades, order flow and the forward bias puzzle
Breedon, Francis J.; Rime, Dagfinn; Vitale, Paolo - 2015
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
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Carry trades, order flow, and the forward bias puzzle
Breedon, Francis J.; Rime, Dagfinn; Vitale, Paolo - In: Journal of money, credit and banking : JMCB 48 (2016) 6, pp. 1113-1134
Persistent link: https://www.econbiz.de/10011707918
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The currency that came in from the cold : capital controls and the information content of order flow
Breedon, Francis J.; Thórarinn G. Pétursson; Vitale, Paolo - In: Journal of international money and finance 138 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014478208
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The currency that came in from the cold : capital controls and the information content of order flow
Breedon, Francis J.; Thórarinn G. Pétursson; Vitale, Paolo - 2021
Persistent link: https://www.econbiz.de/10012643032
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Carry Trades, Order Flow and the Forward Bias Puzzle
Breedon, Francis - 2015
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/10013017677