Narrow search
Showing 1 - 10 of 5,120
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The role of hedge funds in the Swiss franc foreign exchange market
Gentner, Jessica - 2024
Persistent link: https://www.econbiz.de/10014536802
Cover Image
The relevance of accuracy for the impact of macroeconomic news on exchange rate volatility
Laakkonen, Helinä; Lanne, Markku - In: International journal of finance & economics : IJFE 18 (2013) 4, pp. 339-351
Persistent link: https://www.econbiz.de/10010355971
Cover Image
Macroeconomic fundamentals and exchange rate dynamics in India : some survey results
Bhanumurthy, N. R. - In: Growth, equity, environment and population : economic …, (pp. 52-70). 2008
Persistent link: https://www.econbiz.de/10003718612
Cover Image
Automating exchange rate target zones : intervention via an electronic limit order book
Melvin, Michael (contributor); Menkhoff, Lukas (contributor) - 2008
Persistent link: https://www.econbiz.de/10003641673
Cover Image
Order flows, news, and exchange rate volatility
Frömmel, Michael; Mende, Alexander; Menkhoff, Lukas - In: Journal of international money and finance 27 (2008) 6, pp. 994-1012
Persistent link: https://www.econbiz.de/10003758313
Cover Image
Monetary and exchange rate stability at the EU : mediterranean borders
Bauer, Christian; Herz, Bernhard - In: Revue économique : revue bimestrielle 57 (2006) 4, pp. 899-917
Persistent link: https://www.econbiz.de/10003347443
Cover Image
Bank of England interest rate announcements and the foreign exchange market
Melvin, Michael; Saborowski, Christian; Sager, Michael; … - 2009
. Daily data reveal significant differences in volatility on the last of three meeting days when the interest rate … macroeconomic news effects on the foreign exchange market. We find evidence for non-linear regime switching between a high-volatility …, informed-trading state and a low-volatility, liquidity-trading state. MPC surprise announcements are shown significantly to …
Persistent link: https://www.econbiz.de/10003831967