Equity order flow and exchange rate dynamics
Year of publication: |
2012
|
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Authors: | Ferreira Filipe, Sara |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 3, p. 359-381
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Subject: | Exchange rates | Order flow | Stock returns | International portfolio rebalancing | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Devisenmarkt | Foreign exchange market | Theorie | Theory | Volatilität | Volatility | Kapitalmobilität | Capital mobility | Welt | World | Portfolio-Investition | Foreign portfolio investment | Währungsrisiko | Exchange rate risk | Japan | Marktmikrostruktur | Market microstructure | Monetäre Wechselkurstheorie | Monetary approach to exchange rates | Deutschland | Germany |
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