Order flow and the monetary model of exchange rates: Evidence from a novel data set

Journal of Money, Credit and Banking

Volumn 43, Issue 8, 2011, Pages 1599-1624

  Chinn, Menzie D ^a   Moore, Michael J ^b  

^a UNIVERSITY OF WISCONSIN MADISON   (United States)

^b QUEEN'S UNIVERSITY BELFAST   (United Kingdom)

Author keywords

Exchange rates; Forecasting performance; Microstructure; Monetary model; Order flow

Indexed keywords

EID: 82455184242     PISSN: 00222879     EISSN: 15384616     Source Type: Journal    
DOI: 10.1111/j.1538-4616.2011.00460.x     Document Type: Article

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