Foreign exchange order flow as a risk factor
Craig Burnside, Mario Cerrato and Zhekai Zhang
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Burnside, Craig ; Cerrato, Mario ; Zhang, Zhekai |
| Publisher: |
[Glasgow] : [Adam Smith Business School] |
| Subject: | exchange rates | market microstructure | order flow | carry trade | currency momentum | crash risk | stochastic discount factor | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Wechselkurs | Exchange rate | Währungsrisiko | Exchange rate risk | Risikoprämie | Risk premium | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income | Diskontierung | Discounting | Theorie | Theory | Welt | World | Währungsspekulation | Currency speculation | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection |
freely available
| Extent: | 1 Online-Ressource (circa 46 Seiten) Illustrationen |
|---|---|
| Series: | Working paper series : paper .... - [Glasgow] : [University of Glasgow, Adam Smith Business School], ZDB-ID 3079764-0. - Vol. paper no. 2023, 03 (January 2023) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014234202