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Order flow and exchange rate dynamics

In: Market liquidity: proceedings of a workshop held at the BIS

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  • Martin D D Evans

    (Georgetown)

  • Richard K Lyons

    (University of California, Berkley)

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  • Martin D D Evans & Richard K Lyons, 2001. "Order flow and exchange rate dynamics," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 165-196, Bank for International Settlements.
    • Handle: RePEc:bis:bisbpc:02-10
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    File URL: http://www.bis.org/publ/bppdf/bispap02j.pdf
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    References listed on IDEAS

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    1. Martin D.D. Evans & Richard K. Lyons, 2017. "Order Flow and Exchange Rate Dynamics," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 6, pages 247-290, World Scientific Publishing Co. Pte. Ltd..
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