Order Flow and Exchange Rate Dynamics

Martin Evans and Richard K. Lyons

Chapter 6 in Studies in Foreign Exchange Economics, 2017, pp 247-290 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:Motivation: Microstructure Meets Exchange Rate EconomicsModels: Spanning the Micro-Macro DividePortfolio Shifts ModelDataEmpirical ResultsDiscussionConclusionAcknowledgementsAppendix: Model SolutionReferences

Keywords: Exchange Rates; Foreign Currency; Microstructure (search for similar items in EconPapers)
JEL-codes: F31 (search for similar items in EconPapers)
Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789813148543_0006 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789813148543_0006 (text/html)
Ebook Access is available upon purchase.

Related works:
Journal Article: Order Flow and Exchange Rate Dynamics (2002)
Working Paper: Order Flow and Exchange Rate Dynamics (1999)
Working Paper: Order Flow and Exchange Rate Dynamics (1999)
Working Paper: Order Flow and Exchange Rate Dynamics (1999)
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:wsi:wschap:9789813148543_0006

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().