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Non-parametric sign test and paired samples test of effectiveness of official FX intervention

Marinković, Srđan - In: Economic annals 59 (2014) 202, pp. 107-130

Persistent link: https://www.econbiz.de/10010491977

The long memory of order flow in the foreign exchange spot market

Gould, Martin; Porter, Mason A.; Howison, Sam - In: Market microstructure and liquidity 2 (2016) 1, pp. 1-40

Persistent link: https://www.econbiz.de/10011588230

Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest

Ahmed, Walid M. A. - In: Applied financial economics 24 (2014) 19/21, pp. 1347-1359

Persistent link: https://www.econbiz.de/10010460154

A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform

Firouzi, Shahrokh; Wang, Xiangning - In: Economic modelling 82 (2019), pp. 42-56

Persistent link: https://www.econbiz.de/10012202269

Currency order flow and exchange rate determination : empirical evidence from the Malaysian foreign exchange market

Anifowose Daniel Abolaji; Izlin Ismail; Mohd Edil Abd Sukor - In: Global business review 19 (2018) 4, pp. 902-920

Persistent link: https://www.econbiz.de/10011915059

The impact of the Tobin tax in a heterogeneous agent model of the foreign exchange market

Kukačka, Jiří; Staněk, Filip - 2015

We explore possible effects of a Tobin tax on exchange rate dynamics in a heterogeneous agent model. To assess the impact of the Tobin tax in this framework, we extend the model of De Grauwe and Grimaldi (2006) by including transaction costs and perform numerical simulations. Motivated by the...

Persistent link: https://www.econbiz.de/10011384443