End-user order flow and exchange rate dynamics - a dealer's perspective
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- Reitz, Stefan & Schmidt, Markus & Taylor, Mark P., 2009.
"Financial Intermediation and the Role of Price Discrimination in a Two-Tier Market,"
15602, University Library of Munich, Germany.
- Reitz, Stefan & Schmidt, Markus A. & Taylor, Mark P., 2009. "Financial intermediation and the role of price discrimination in a two-tier market," Discussion Paper Series 1: Economic Studies 2009,13, Deutsche Bundesbank.
- Reitz, Stefan & Schmidt, Markus A. & Taylor, Mark P., 2012. "Financial intermediation and the role of price discrimination in a two-tier market," Kiel Working Papers 1794, Kiel Institute for the World Economy (IfW).
- Viet Hoang Nguyen & Yongcheol Shin, 2011. "Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics," Melbourne Institute Working Paper Series wp2011n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Emanuel Kohlscheen, 2012.
"Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions,"
Working Papers Series
273, Central Bank of Brazil, Research Department.
- Emanuel Kohlscheen, 2013. "Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions," BIS Working Papers 426, Bank for International Settlements.
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Keywordsforeign exchange; market microstructure; end-user order flow;
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