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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

An empirical study of liquidity and information effects of order flow on exchange rates

Breedon, Francis J. - 2004

Persistent link: https://www.econbiz.de/10013434774

Equilibrium exchange rate policies : complicit renegotiation-proof outcomes

Mella-Barral, Pierre - 2001

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An empirical study of liquidity and information effects of order flow on exchange rates

Breedon, Francis J. - 2004

Persistent link: https://www.econbiz.de/10013424494

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

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A dynamic oligopoly with price stickiness and risk-averse agents

Valentini, Edilio; Vitale, Paolo - In: Italian economic journal : official peer-reviewed … 8 (2022) 3, pp. 697-718

Persistent link: https://www.econbiz.de/10013438580

A transaction level study of the effects of central bank intervention on exchange rates

Payne, Richard; Vitale, Paolo - 2002

We study the effects of sterilised intervention operations executed on behalf of the Swiss National Bank (SNB) using tick-by-tick transactions data between 1986 and 1995. We extend the preliminary results obtained by Fischer and Zurlinden (1991) by matching these data with intra-day indicative...

Persistent link: https://www.econbiz.de/10009440274

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/10007654136

A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates

Payne, Richard; Vitale, Paolo - C.E.P.R. Discussion Papers - 2001

We study the effects of sterilized intervention operations executed on behalf of the Swiss National Bank (SNB) using tick-by-tick transaction data between 1985-95.We extend preliminary analysis conducted by Fischer and Zurlinden (1999) by matching these data with intra-day indicative exchange...

Persistent link: https://www.econbiz.de/10005497953

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/10005527794