The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach

Yoshihiro Kitamura ()

Asia-Pacific Financial Markets, 2011, vol. 18, issue 1, 31 pages

Keywords: Copula; Exchange rate; Order flow (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10690-010-9118-0

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