An empirical study of portfolio-balance and information effects of order flow on exchange rates
- 1 April 2010
- journal article
- Published by Elsevier in Journal of International Money and Finance
- Vol. 29 (3) , 504-524
- https://doi.org/10.1016/j.jimonfin.2009.07.001
Abstract
No abstract availableAll Related Versions
This publication has 25 references indexed in Scilit:
- Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?American Economic Review, 2006
- Feedback tradingInternational Journal of Finance & Economics, 2006
- Exchange Rates and FundamentalsJournal of Political Economy, 2005
- Dealer behavior and trading systems in foreign exchange marketsJournal of Financial Economics, 2005
- Short-Run Exchange-Rate Dynamics: Theory and EvidenceSSRN Electronic Journal, 2005
- Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign ExchangeAmerican Economic Review, 2003
- The market microstructure of central bank interventionJournal of International Economics, 2003
- Time-varying liquidity in foreign exchangePublished by Elsevier ,2002
- Order Flow and Exchange Rate DynamicsJournal of Political Economy, 2002
- Is Intervention a Signal of Future Monetary Policy? Evidence from the Federal Funds Futures MarketJournal of Money, Credit and Banking, 1999