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Frequency domain analysis of foreign exchange order flows

Gradojevic, Nikola - In: Economics letters 115 (2012) 1, pp. 73-76

Persistent link: https://www.econbiz.de/10009615315

Order flow and exchange rate dynamics : an application to emerging markets

Duffuor, Kwabena; Marsh, Ian; Phylaktis, Kate - In: International journal of finance & economics : IJFE 17 (2012) 3, pp. 290-304

Persistent link: https://www.econbiz.de/10009615676

Equity order flow and exchange rate dynamics

Ferreira Filipe, Sara - In: Journal of empirical finance 19 (2012) 3, pp. 359-381

Persistent link: https://www.econbiz.de/10009615677

Foreign exchange market structure, players and evolution

King, Michael R.; Osler, Carol; Rime, Dagfinn - 2011

Persistent link: https://www.econbiz.de/10009268721

Essays on exchange rate, sovereign risk and international investment

Wu, Thomas Yen Hon - 2007

Persistent link: https://www.econbiz.de/10009271064

The impact of order flow on the foreign exchange market : a copula approach

Kitamura, Yoshihiro - In: Asia-Pacific financial markets 18 (2011) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10009237751

Spread components in the Hungarian forint-euro market

Frömmel, Michael; Van Gysegem, Frederick - In: Emerging markets finance & trade : a journal of the … 48 (2012) 3, pp. 52-69

Persistent link: https://www.econbiz.de/10009682754

Further evidence on foreign exchange jumps and news announcements

Frömmel, Michael; Han, Xing; Van Gysegem, Frederick - In: Emerging markets finance & trade : a journal of the … 51 (2015) 4, pp. 774-787

Persistent link: https://www.econbiz.de/10011404582

The efficiency of the information processing in the Australian dollar market : price discovery following scheduled and unscheduled news

Daniel, Lawrence; Kim, Suk-Joong; McKenzie, Michael D. - In: International review of financial analysis 32 (2014), pp. 159-178

Persistent link: https://www.econbiz.de/10010461296

Non-linearities in the relation between the exchange rate and its fundamentals

Altavilla, Carlo (contributor); De Grauwe, Paul (contributor) - 2005

This paper investigates the relationship between the euro-dollar exchange rate and its underlying fundamentals. First, we develop a simple theoretical model in which chartists and fundamentalists interact. This model predicts the existence of different regimes, and thus nonlinearities in the...

Persistent link: https://www.econbiz.de/10003202226