EconPapers    
Economics at your fingertips  
 

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: F31 D40 D82 D84 G13 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-fin and nep-ifn
Date: 2003-12
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://www.cepii.fr/PDF_PUB/wp/2003/wp2003-18.pdf (application/pdf)

Related works:
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:cii:cepidt:2003-18

Access Statistics for this paper

More papers in Working Papers from CEPII research center Contact information at EDIRC.
Bibliographic data for series maintained by ().

 
Page updated 2019-05-22
Handle: RePEc:cii:cepidt:2003-18