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A market microstructure analysis of foreign exchange intervention

Vitale, Paolo - 2006

Persistent link: https://www.econbiz.de/10003284744

Optimal informed trading in the foreign exchange market

Vitale, Paolo - 2007

Persistent link: https://www.econbiz.de/10003593218

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

A market microstructure analysis of foreign exchange intervention

Vitale, Paolo (contributor) - 2006

We formulate a market microstructure model of exchange determination we employ to investigate the impact of foreign exchange intervention on exchange rates and on foreign exchange (FX) market conditions. With our formulation we show i) how foreign exchange intervention inʿuences exchange rates...

Persistent link: https://www.econbiz.de/10003337161

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

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

Reserve and exchange rate cycles

Flood, Robert P.; Perraudin, William R. M.; Vitale, Paolo - In: Journal of international economics 46 (1998) 1, pp. 31-59

Persistent link: https://www.econbiz.de/10001395825