A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION
Author:
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-6419.2007.00524.x/fullpdf
Reference70 articles.
1. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
2. Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
3. Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff
4. The Only Game in Town
5. D.W. Berger, A.P. Chaboud, S.V. Chernenko, E. Howorka, R.S. Krishnasami Iyer, D. Liu, and J.H. Wright (2005 ) Order flow and exchange rate dynamics in electronic brokerage system data . Mimeo, Federal Reserve Board, Washington, DC.
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