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Mikrostruktur des Devisenmarktes, Auftragsfluss und Wechselkursentwicklung

Reinhold, Clemens - 2006

Persistent link: https://www.econbiz.de/10003316423

Erfolgsbedingungen von Devisenmarktinterventionen : Wirkungsanalyse auf Basis eines agentenbasierten Simulationsmodells

Mlakar, Marcel - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003306059

Information or market power : what is governing dealers' pricing behaviour in FX markets? ; an investigation in the spirit of the microstructure approach to exchange rates

Schmidt, Markus A. - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003729386

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

Feedback trading in currency markets : international evidence

Tayeh, Mohammad; Kallinterakis, Vasileios - In: The journal of behavioral finance : a publication of … 23 (2022) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10012802007

Carry Trades, Order Flow and the Forward Bias Puzzle

Breedon, Francis - 2015

We investigate the relation between foreign exchange (FX) order flow and the forward bias. We outline a decomposition of the forward bias according to which a negative correlation between interest rate differentials and order flow creates a time-varying risk premium consistent with that bias....

Persistent link: https://www.econbiz.de/10013017677