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Identifying speculators in the FX market : a microstructure approach

Shraiber, Bentsi - In: Journal of economics & business 73 (2014), pp. 97-119

Persistent link: https://www.econbiz.de/10010421621

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

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

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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...