A market microstructure analysis of the Canadian dollar depreciation episodes in the 1990s
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/09603100601018807
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5. Danielsson, J and Saltoglu, B. 2003. “Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis”. London School of Economics. www.RiskResearch.org
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3. The Dynamic Interaction of Trading Flows, Macroeconomic Announcements and the CAD/USD Exchange Rate: Evidence from Disaggregated Data;SSRN Electronic Journal;2009
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