Trading Activity and Macroeconomic Announcements in High-Frequency Exchange Rate Data
Author:
Publisher
Oxford University Press (OUP)
Subject
General Economics, Econometrics and Finance
Link
http://academic.oup.com/jeea/article-pdf/6/2-3/589/10313700/jeea0589.pdf
Reference5 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. Chaboud, Alain P., Sergey V. Chernenko, and Jonathan H. Wright (2007). "Trading Activity and Exchange Rates in High-frequency EBS Data." International Finance Discussion Paper No. 904, Federal Reserve Board.
4. Informed and Strategic Order Flow in the Bond Markets
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