Order flows and the exchange rate disconnect puzzle

Journal of International Economics

Volumn 80, Issue 1, 2010, Pages 58-71

  Evans, Martin D D ^a,b,c  

^a GEORGETOWN UNIVERSITY   (United States)

^b GEORGETOWN UNIVERSITY   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Exchange rate dynamics; Microstructure; Order Flow; The exchange rate disconnect puzzle

Indexed keywords

CENTRAL BANK; EMPIRICAL ANALYSIS; EXCHANGE RATE; MACROECONOMICS; MODELING; VARIANCE ANALYSIS;

EID: 72149111391     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jinteco.2009.05.001     Document Type: Article

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