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The dynamic interaction of order flows and the CAD/USD exchange rate
Gradojevic, Nikola (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003741400
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The Dynamic Interaction of Order Flows and the CAD/USD Exchange Rate
Gradojevic, Nikola - 2008
We explore the relationship between disaggregated order flow, the Canada/U.S. dollar (CAD/USD) market and U.S. macroeconomic announcements. Three types of CAD order flow and the CAD/USD are cointegrated. Financial order flow appears to contemporaneously drive the CAD/USD while commercial order...
Persistent link: https://www.econbiz.de/10012725608
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The dynamic interaction of order flows and the CAD/USD exchange rate
Gradojevic, Nikola; Neely, Christopher J. - Federal Reserve Bank of St. Louis - 2008
We explore the relationship between disaggregated order flow, the Canada/U.S. dollar (CAD/USD) market and U.S. macroeconomic announcements. Three types of CAD order flow and the CAD/USD are cointegrated. Financial order flow appears to contemporaneously drive the CAD/USD while commercial order...
Persistent link: https://www.econbiz.de/10005707767
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Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market
Gradojevic, Nikola - In: Journal of economic dynamics & control 31 (2007) 2, pp. 557-574
Persistent link: https://www.econbiz.de/10003412318
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The microstructure of the Canada/U.S. dollar exchange rate : a robustness test
Gradojevic, Nikola - In: Economics letters 94 (2007) 3, pp. 426-432
Persistent link: https://www.econbiz.de/10003437676
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A market microstructure analysis of the Canadian dollar depreciation episodes in the 1990s
Gradojevic, Nikola - In: Applied financial economics 17 (2007) 16/18, pp. 1377-1387
Persistent link: https://www.econbiz.de/10003605844
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Multi-criteria classification for pricing European options
Gradojevic, Nikola - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 2, pp. 123-139
Persistent link: https://www.econbiz.de/10011507441
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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
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Foreign exchange customers and dealers : who’s driving whom?
Gradojevic, Nikola - In: Finance research letters 11 (2014) 3, pp. 213-218
Persistent link: https://www.econbiz.de/10010441881
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Heterogeneous investment horizons, risk regimes, and realized jumps
Erdemlioglu, Deniz; Gradojevic, Nikola - In: International Journal of Finance & Economics 26 (2020) 1, pp. 617-643
Persistent link: https://www.econbiz.de/10012189295