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Portfolio reallocation and exchange rate dynamics

Ding, Liang; Ma, Jun - In: Journal of banking & finance 37 (2013) 8, pp. 3100-3124

Persistent link: https://www.econbiz.de/10009777107

The contribution of economic fundamentals to movements in exchange rates

Balke, Nathan S.; Ma, Jun; Wohar, Mark E. - In: Journal of international economics 90 (2013) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10009751223

Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations

Lansing, Kevin J.; Ma, Jun - In: Journal of international money and finance 70 (2017), pp. 62-87

Persistent link: https://www.econbiz.de/10011752316

Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance

Liao, Wenting; Ma, Jun; Zhang, Chengsi - In: Journal of applied econometrics 38 (2023) 7, pp. 989-1006

Persistent link: https://www.econbiz.de/10014474382

Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate

Liao, Wenting; Ma, Jun; Zhang, Chengsi - In: Journal of international money and finance 143 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014551345

Portfolio Reallocation and Exchange Rate Dynamics

Ding, Liang - 2010

Exchange rate is quoted by dealers based on the order flow they receive. Market survey and FX market microstructure literature suggest that financial customers order flow is the most informative and leads total order flow. This paper explains exchange rate dynamics by linking financial customers...

Persistent link: https://www.econbiz.de/10013144192

Explaining exchange rate anomalies in a model with taylor-rule fundamentals and consistent expectations

Lansing, Kevin J.; Ma, Jun - 2014

Persistent link: https://www.econbiz.de/10010407463