Asymmetric price impacts of order flow on exchange rate dynamics
Viet Hoang Nguyen and Yongcheol Shin
| Year of publication: |
2011
|
|---|---|
| Authors: | Viet Hoang Nguyen ; Shin, Yongcheol |
| Institutions: | Melbourne Institute of Applied Economic and Social Research (contributor) |
| Publisher: |
[Parkville, Vic.] : Melbourne Institute of Applied Economic and Social Research |
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Kointegration | Cointegration | Welt | World | 1996 |
| Extent: | 39 p graph. Darst. 21 cm |
|---|---|
| Series: | Melbourne Institute working paper series. - Melbourne : [Verlag nicht ermittelbar], ISSN 1328-4991, ZDB-ID 2472439-7. - Vol. 11,14 Melbourne Institute working paper series ; no. 14/11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Includes bibliographical references (p. 26-29) |
| ISBN: | 0-7340-4246-9 ; 978-0-7340-4246-0 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009310799