Exchange Rate Fundamentals and Order Flow

Martin Evans and Richard K. Lyons

Chapter 16 in Studies in Foreign Exchange Economics, 2017, pp 645-724 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionThe ModelFundamentals and Order FlowDataEmpirical 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
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Related works:
Journal Article: Exchange Rate Fundamentals and Order Flow (2012)
Working Paper: Exchange Rate Fundamentals and Order Flow (2007)
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