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The microstructure of currency markets

Evans, Martin D. D. - 2010

Persistent link: https://www.econbiz.de/10009010304

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

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 role of information arrival for the Australian dollar trading volume and volatility

Kim, Suk-Joong; McKenzie, Michael D.; Di Amy Shi - In: Investment management and financial innovations 11 (2014) 4, pp. 8-24

Persistent link: https://www.econbiz.de/10010514157

The microstructure of exchange rate management : FX intervention and capital controls in Brazil

Roure, Calebe de; Furniagiev, Steven; Reitz, Stefan - 2013

This paper uses a microstructure approach to analyze the effectiveness of capital controls introduced in Brazil to counter an appreciation of the Real. Based on a rich data set from the Brazilian foreign exchange market, we estimate a reduced-form VAR to characterize the interaction of the...

Persistent link: https://www.econbiz.de/10009783713