Order flow and exchange rate dynamics : an application to emerging markets
Year of publication: |
2012
|
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Authors: | Duffuor, Kwabena ; Marsh, Ian ; Phylaktis, Kate |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 17.2012, 3, p. 290-304
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Subject: | order flow | foreign exchange markets | exchange rates | forex microstructure | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Marktmikrostruktur | Market microstructure | Schwellenländer | Emerging economies | Theorie | Theory | Schätzung | Estimation | Volatilität | Volatility | Monetäre Wechselkurstheorie | Monetary approach to exchange rates |
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