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

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