Order Flows, Delta Hedging and Exchange Rate Dynamics
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
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Persistent link: https://EconPapers.repec.org/RePEc:cii:cepidt:2003-18
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