2019-07-15–2019-07-19 - Evanston, IL, Kellogg School of Management (USA) - Society for Financial Econometrics SoFiE; Kellogg …
Summer School Theme: "The Econometrics and Asset Pricing of Foreign Exchange Markets"
Topics :
- Overview of Empirical FX Market Microstructure literature on Price Discovery, Order Flow, Liquidity, and Volume;
- Description and Discussion of Rationale for the Breakdown of the Covered Interest...