Order flow and exchange rate dynamics

Martin D D Evans and Richard K Lyons
Additional contact information
Martin D D Evans: Georgetown
Richard K Lyons: University of California, Berkley

A chapter in Market liquidity: proceedings of a workshop held at the BIS, 2001, vol. 02, pp 165-196 from Bank for International Settlements

Date: 2001
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.bis.org/publ/bppdf/bispap02j.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bis:bisbpc:02-10

Access Statistics for this chapter

More chapters in BIS Papers chapters from Bank for International Settlements Contact information at EDIRC.
Bibliographic data for series maintained by Martin Fessler ().