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Timing exchange rates using order flow : the case of the Loonie

King, Michael R.; Sarno, Lucio; Sojli, Elvira - In: Journal of banking & finance 34 (2010) 12, pp. 2917-2928

Persistent link: https://www.econbiz.de/10008859370

Timing Exchange Rates Using Order Flow : The Case of the Loonie

King, Michael R. - 2010

This paper examines the relation between the Canadian dollar / US dollar (CAD) exchange rate and foreign exchange order flow employing a novel data set on CAD order flow over the period 1994-2005. We investigate empirically the predictive information content and the determinants of order flow....

Persistent link: https://www.econbiz.de/10013147098

Currency premia and global imbalances

Della Corte, Pasquale; Riddiough, Steven J.; Sarno, Lucio - In: The review of financial studies 29 (2016) 8, pp. 2161-2193

Persistent link: https://www.econbiz.de/10011578989

What do stock markets tell us about exchange rates?

Cenedese, Gino; Payne, Richard; Sarno, Lucio; Valente, … - In: Review of finance : journal of the European Finance … 20 (2016) 3, pp. 1045-1080

Persistent link: https://www.econbiz.de/10011590704

What do stock markets tell us about exchange rates?

Cenedese, Gino; Payne, Richard; Sarno, Lucio; Valente, … - 2015

Persistent link: https://www.econbiz.de/10011327133

Currency premia and global imbalances

Della Corte, Pasquale; Riddiough, Steven J.; Sarno, Lucio - 2016

Persistent link: https://www.econbiz.de/10011447855

New developments in exchange rate economics ; Vol. 1

Sarno, Lucio (contributor); Taylor, Mark P. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001670222

New developments in exchange rate economics ; Vol. 2

Sarno, Lucio (contributor); Taylor, Mark P. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001670224

The economics of exchange rates

Sarno, Lucio; Taylor, Mark P. - 2002 - 1. publ.

Persistent link: https://www.econbiz.de/10001676536

New developments in exchange rate economics

Sarno, Lucio (contributor); Taylor, Mark P. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001645260

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