Order flow-based microstructure analysis of the spot exchange rate in Zambia
by Sydney Chauwa Phiri (Bank of Zambia), Keegan Chisha (Bank of Zambia) and Jonathan M. Chipili (Bank of Zambia)
| Year of publication: |
October 2023
|
|---|---|
| Authors: | Phiri, Sydney Chauwa ; Chisha, Keegan ; Chipili, Jonathan M. |
| Publisher: |
Nairobi, Kenya : African Economic Research Consortium |
| Subject: | Exchange rate | microstructure | order flow | VAR | Wechselkurs | Marktmikrostruktur | Market microstructure | Devisenmarkt | Foreign exchange market | Sambia | Zambia | Theorie | Theory | VAR-Modell | VAR model |
freely available
| Extent: | 1 Online-Ressource (circa 47 Seiten) Illustrationen |
|---|---|
| Series: | AERC research paper. - Nairobi : AERC, ZDB-ID 2214343-9. - Vol. 543 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| ISBN: | 978-9966-61-247-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014416176