Exchange rate forecasting, order flow and macroeconomic information

Journal of International Economics

Volumn 80, Issue 1, 2010, Pages 72-88

  Rime, Dagfinn ^a,b   Sarno, Lucio ^c,d   Sojli, Elvira ^e  

^a NORGES BANK   (Norway)

^b NORWEGIAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Norway)

^c CITY UNIVERSITY   (United Kingdom)

^d CEPR   (United Kingdom)

^e ERASMUS UNIVERSITY   (Netherlands)

Author keywords

Exchange rates; Forecasting; Macroeconomic news; Microstructure; Order flow

Indexed keywords

CAPITAL FLOW; CURRENCY MARKET; EXCHANGE RATE; FINANCIAL MARKET; FORECASTING METHOD; HYPOTHESIS TESTING; MACROECONOMICS; MICROECONOMICS;

EID: 72449123243     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jinteco.2009.03.005     Document Type: Article

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