Order flows, news, and exchange rate volatility

Journal of International Money and Finance

Volumn 27, Issue 6, 2008, Pages 994-1012

  Frömmel, Michael ^a,b   Mende, Alexander ^b,c   Menkhoff, Lukas ^b  

^a GHENT UNIVERSITY   (Belgium)

^b LEIBNIZ UNIVERSITY HANNOVER   (Germany)

^c Risk and Portfolio Management AB   (Sweden)

Author keywords

Exchange rate; Financial customer orders; Market microstructure; Order flow; Volatility patterns

Indexed keywords

EID: 49049088955     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2007.07.002     Document Type: Article

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