Order Flow Information and Spot Rate Dynamics

Martin Evans and Dagfinn Rime

Chapter 17 in Studies in Foreign Exchange Economics, 2017, pp 725-776 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:IntroductionDepreciation Rates and Order Flow InformationData Description and CharacteristicsEmpirical AnalysisConclusionAcknowledgementsAppendixReferences

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 (1)

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789813148543_0017 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789813148543_0017 (text/html)
Ebook Access is available upon purchase.

Related works:
Journal Article: Order flow information and spot rate dynamics (2016)
Working Paper: Order Flow Information and Spot Rate Dynamics (2015)
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_0017

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 ().