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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

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

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

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

A guided tour of the market microstructure approach to exchange rate determination

Vitale, Paolo - 2004

Persistent link: https://www.econbiz.de/10013424483

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

Carry Trades, Order Flow and the Forward Bias Puzzle

Breedon, Francis - 2015

Persistent link: https://www.econbiz.de/10013017677

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

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

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