Order Flows, Delta Hedging and Exchange Rate Dynamics

Bronka Rzepkowski

Working Papers from CEPII research center

Keywords: Models; Exchange rate; Financial markets; Econometric methods; Derivatives markets (search for similar items in EconPapers)
JEL-codes: D40 D82 D84 F31 G13 (search for similar items in EconPapers)
Date: 2003-12
New Economics Papers: this item is included in nep-fin and nep-ifn
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:cii:cepidt:2003-18

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