Results 61 to 70 of about 3,866,682 (201)

End-User Order Flow and Exchange Rate Dynamics [PDF]

open access: yesSSRN Electronic Journal, 2007
In this paper we provide evidence for Evans and Lyons' (2005b) model of an information aggregation process in FX markets using a German bank's end-user order flow from 2002 to 2003. Though customer order flow is unambiguously the vehicle incorporating non-public information into exchange rates over time, our empirical analysis does not support the ...
Taylor, Mark P.   +2 more
openaire   +2 more sources

Order Flow and Exchange Rate Dynamics [PDF]

open access: yes
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 na‹ve random walk. This paper presents a model of a new kind.
Martin D.D. Evans, Richard K. Lyons
core  

Chiral 3$\pi$-exchange NN-potentials: Results for dominant next-to-leading order contributions

open access: yes, 2001
We calculate in (two-loop) chiral perturbation theory the local NN-potentials generated by the three-pion exchange diagrams with one insertion from the second order chiral effective pion-nucleon Lagrangian proportional to the low-energy constants $c_{1,2,
C. Caso   +20 more
core   +1 more source

The dynamic interaction of order flows and the CAD/USD exchange rate [PDF]

open access: yes
We explore the relationship between disaggregated order flow, the Canada/U.S. dollar (CAD/USD) market and U.S. macroeconomic announcements. Three types of CAD order flow and the CAD/USD are cointegrated.
Christopher J. Neely, Nikola Gradojevic
core  

Octupolar order in the multiple spin exchange model on a triangular lattice

open access: yes, 2006
We show how a gapless spin liquid with hidden octupolar order arises in an applied magnetic field, in a model applicable to thin films of 3He with competing ferromagnetic and antiferromagnetic (cyclic) exchange interactions.
A. F. Andreev   +8 more
core   +1 more source

Quantifying exchange forces of a spin spiral on the atomic scale

open access: yesNature Communications, 2020
Atomic-scale spin order is commonly studied using spin polarized scanning tunneling microscopy. Here, the authors report on a combination of current and exchange force detection together with first-principles calculations demonstrating increased ...
Nadine Hauptmann   +7 more
doaj   +1 more source

Can Information Heterogeneity Explain the Exchange Rate Determination? [PDF]

open access: yes
Empirical evidence shows that observed macroeconomic fundamentals have little explanatory power for nominal exchange rates (the exchange rate determination puzzle).
Eric van Wincoop, Philippe Bacchetta
core  

Spin nematic order in multiple-spin exchange models on the triangular lattice

open access: yes, 2011
We figure out that the ground state of a multiple-spin exchange model applicable to thin films of solid 3He possesses an octahedral spin nematic order.
Kubo, Kenn   +2 more
core   +1 more source

Exchange Rates and Order Flow in the Long Run [PDF]

open access: yes
Several recent papers have underlined the importance of the microstructure effects in understanding exchange rate behavior by documenting stable long-run relationships between cumulated order flows and spot exchange rates.
M. Martin Boyer, Simon van Norden
core  

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