Results 241 to 250 of about 591,251 (265)

Order flow and exchange rate dynamics in electronic brokerage system data

Journal of International Economics, 2008
Alain P Chaboud, Jonathan H Wright
exaly  

Commercially Available Order Flow Data and Exchange Rate Movements:Caveat Emptor

Journal of Money, Credit and Banking, 2008
Mark P Taylor
exaly  

A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform

Economic Modelling, 2019
Shahrokh Firouzi
exaly  

Order Flow and Exchange Rate Dynamics [PDF]

, 2001
Macroeconomic models of nominal exchange rates perform poorly. In sample, R2 statistics as high as 10 percent are rare. Out of sample, these models are typically out-forecast by a naïve random walk. This paper presents a model of a new kind. Instead of relying exclusively on macroeconomic determinants, the model includes a determinant from the field of
openaire  

Exchange rate determination and inter-market order flow effects

European Journal of Finance, 2012
Jon Danielsson
exaly  

International order flows: Explaining equity and exchange rate returns

Journal of International Money and Finance, 2010
Harald Hau
exaly  

ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS

International Journal of Finance and Economics, 2012
Kate Phylaktis
exaly  

Order Flow and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set

Journal of Money, Credit and Banking, 2011
Menzie D Chinn
exaly  

Multiscale analysis of foreign exchange order flows and technical trading profitability

Economic Modelling, 2015
Nikola Gradojevic, Camillo Lento
exaly  

PERSONAL EXCHANGE: THE EXTERNAL ORDER OF SOCIAL EXCHANGE

2001
openaire   +1 more source