ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS

Author:

Duffuor Kwabena1,Marsh Ian W.1,Phylaktis Kate1

Affiliation:

1. Cass Business School; City University London; London; UK

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference22 articles.

1. What drives volatility persistence in the foreign exchange market?;Berger;Journal of Financial Economics,2009

2. Liquidity provision in the overnight foreign exchange market;Bjonnes;Journal of International Money and Finance,2005

3. Breedon F Vitale P 2004 An empirical study of liquidity and information effects of order flow on exchange rates

4. Carpenter A Wang J 2003 Sources of Private Information in FX Trading

5. Duffuor K Marsh I Phylaktis K 2009 Long-run Liquidity Provision in the Ghanaian FX market

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