Search Results - subject:"Currency order flow"

What does currency order flow tell about spot exchange rates of Asian emerging markets?

Aftab, Muhammad; Anifowose Daniel Abolaji; Evan Lau; … - In: Borsa Istanbul Review 21 (2021) 3, pp. 281-290

This study investigates the role of currency order flow in explaining the emerging Asian markets' exchange rates … relying on linear and nonlinear modeling. The daily currency order flow of the US dollar relative to the nine important Asian …

Persistent link: https://www.econbiz.de/10012816913

Currency order flow and exchange rate determination : empirical evidence from the Malaysian foreign exchange market

Anifowose Daniel Abolaji; Izlin Ismail; Mohd Edil Abd Sukor - In: Global business review 19 (2018) 4, pp. 902-920

Persistent link: https://www.econbiz.de/10011915059

Dynamics of exchange rate determination and currency order flow in the Thailand foreign exchange market : an empirical analysis

Anifowose Daniel Abolaji; Izlin Ismail; Mohd Edil Abd Sukor - In: Journal of Chinese economic and foreign trade studies 10 (2017) 2, pp. 143-161

Persistent link: https://www.econbiz.de/10011755587

Dynamics of exchange rate determination and currency order flow in the Thailand foreign exchange market : An empirical analysis

Anifowose, Abolaji Daniel; Ismail, Izlin; Abd Sukor, … - In: Journal of Chinese Economic and Foreign Trade Studies 10 (2017) 2, pp. 143-161

Purpose The purpose of this paper is to present the essential role that currency order flow plays in the foreign … analyze a data set of every quarter of an hour currency order flow and currency exchange rate fluctuations of Thai Baht (THB …, the authors construct a measure of currency order flow in the Thailand currency exchange market. Vector autoregression …

Persistent link: https://www.econbiz.de/10014847717