Order Flows and the Exchange Rate Disconnect Puzzle

Martin Evans

Chapter 15 in Studies in Foreign Exchange Economics, 2017, pp 599-643 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionThe ModelEmpirical AnalysisConclusionAcknowledgementReferences

Keywords: Exchange Rates; Foreign Currency; Microstructure (search for similar items in EconPapers)
JEL-codes: F31 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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Related works:
Journal Article: Order flows and the exchange rate disconnect puzzle (2010)
Working Paper: Order Flows and The Exchange Rate Disconnect Puzzle (2008)
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