Order Flows, Delta Hedging and Exchange Rate Dynamics
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Bibliographic InfoPaper provided by CEPII research center in its series Working Papers with number 2003-18.
Date of creation: Dec 2003
Date of revision:
Models; Exchange rate; Financial markets; Econometric methods; Derivatives markets;
Find related papers by JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- D40 - Microeconomics - - Market Structure and Pricing - - - General
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
This paper has been announced in the following NEP Reports:
- NEP-ALL-2004-01-25 (All new papers)
- NEP-FIN-2004-01-25 (Finance)
- NEP-IFN-2004-01-25 (International Finance)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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