A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination
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- Paolo Vitale, 2007. "A Guided Tour Of The Market Microstructure Approach To Exchange Rate Determination," Journal of Economic Surveys, Wiley Blackwell, vol. 21(5), pages 903-934, December.
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- Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2011.
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- Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2009. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," MNB Working Papers 2009/3, Magyar Nemzeti Bank (Central Bank of Hungary).
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- King, Michael R. & Osler, Carol L. & Rime, Dagfinn, 2013.
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- Michael King & Carol Osler & Dagfinn Rime, 2012. "The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward," Working Papers 54, Brandeis University, Department of Economics and International Businesss School.
- Michael R. King & Carol Osler & Dagfinn Rime, 2013. "The market microstructure approach to foreign exchange - Looking back and looking forward," Working Paper 2013/12, Norges Bank.
- repec:bla:sajeco:v:85:y:2017:i:3:p:405-429 is not listed on IDEAS
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- Müller-Plantenberg, Nikolas, 2012. "Boom-and-bust cycles marked by capital inflows, current account deterioration and a rise and fall of the real exchange rate," Working Papers in Economic Theory 2012/10, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
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More about this item
Keywordsexchange rate dynamics; foreign exchange microstructure; order flow;
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-02-13 (All new papers)
- NEP-FIN-2005-02-13 (Finance)
- NEP-FMK-2005-02-13 (Financial Markets)
- NEP-IFN-2005-02-13 (International Finance)
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