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The advantage of showing your hand selectively in foreign exchange interventions

Barnett, Richard C.; Ozerturk, Saltuk - In: European journal of political economy 23 (2007) 1, pp. 228-244

Persistent link: https://www.econbiz.de/10003428246

Were bid-ask spreads in the FX market excessive during the Asian crisis?

Becker, Torbjörn; Sy, Amadou N. R. - In: International review of financial analysis 15 (2006) 4/5, pp. 434-449

Persistent link: https://www.econbiz.de/10003377256

Whose trades convey information? : evidence from a cross-section of traders

Menkhoff, Lukas; Schmeling, Maik - In: Journal of financial markets 13 (2010) 1, pp. 101-128

Persistent link: https://www.econbiz.de/10003935480

Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market

Frömmel, Michael; Kiss M., Norbert; Pintér, Klára - 2009

Persistent link: https://www.econbiz.de/10003936498

Timing exchange rates using order flow : the case of the Loonie

King, Michael R.; Sarno, Lucio; Sojli, Elvira - In: Journal of banking & finance 34 (2010) 12, pp. 2917-2928

Persistent link: https://www.econbiz.de/10008859370

Explaining exchange rate movements : an application of the market microstructure approach on the Pakistani foreign exchange market

Jalil, Abdul; Feridun, Mete - In: The journal of developing areas 44 (2010/11) 1, pp. 255-265

Persistent link: https://www.econbiz.de/10008908529

Asymmetric information, price discovery and macroeconomic announcements in FX market : do top trading bank know more?

Phylaktis, Kate; Chen, Long - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 228-246

Persistent link: https://www.econbiz.de/10008702346

Is exchange rate - customer order flow relationship linear? : evidence from the Hungarian FX market

Lovcha, Yuliya; Perez-Laborda, Alejandro - 2010

Over the last decade, the microstructure approach to exchange rates has become very popular. The underlying idea of this approach is that the order flows at different levels of aggregation contain valuable information to explain exchange rate movements. The bulk of empirical literature has...

Persistent link: https://www.econbiz.de/10008746440

Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets

Chaboud, Alain; Chiquoine, Benjamin; Hjalmarsson, Erik; … - 2008

Persistent link: https://www.econbiz.de/10003675595

The coordination channel of foreign exchange intervention : a nonlinear microstructural analysis

Reitz, Stefan; Taylor, Mark P. - In: European economic review : EER 52 (2008) 1, pp. 55-76

Persistent link: https://www.econbiz.de/10003621566