Informational Integration and FX Trading

Martin Evans and Richard K. Lyons

Chapter 7 in Studies in Foreign Exchange Economics, 2017, pp 291-324 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionThe ModelExchange Rates, Order Flows and the Structure of DemandEmpirical AnalysisConclusionAcknowledgementsAppendix AReferences

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: View citations in EconPapers (3)

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789813148543_0007 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789813148543_0007 (text/html)
Ebook Access is available upon purchase.

Related works:
Journal Article: Informational integration and FX trading (2002)
Working Paper: Informational Integration and FX Trading (2002)
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_0007

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 ().