[go: up one dir, main page]

create a website
Short-run Exchange-rate Dynamics: Theory And Evidence. (2008). Dahl, Christian ; Osler, Carol L. ; Carlson, John A..
In: Working Papers.
RePEc:brd:wpaper:39.

Full description at Econpapers || Download paper

Cited: 8

Citations received by this document

Cites: 82

References cited by this document

Cocites: 58

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine. (2024). Hammoudeh, Shawkat ; Iftiolu, Serhan ; Sokhanvar, Amin.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002787.

    Full description at Econpapers || Download paper

  2. Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

    Full description at Econpapers || Download paper

  3. The Portfolio Theory of Exchange Rates—Then and Now. (2015). Black, Stanley.
    In: Review of International Economics.
    RePEc:bla:reviec:v:23:y:2015:i:2:p:379-386.

    Full description at Econpapers || Download paper

  4. Can cross-country portfolio rebalancing give rise to forward bias in FX markets?. (2013). Chang, Sanders.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:1079-1096.

    Full description at Econpapers || Download paper

  5. Portfolio reallocation and exchange rate dynamics. (2013). Ding, Liang ; Ma, Jun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:3100-3124.

    Full description at Econpapers || Download paper

  6. Investor Overconfidence and the Forward Discount Puzzle. (2010). Hirshleifer, David ; han, bing ; Wang, Tracy Yue.
    In: 2010 Meeting Papers.
    RePEc:red:sed010:1201.

    Full description at Econpapers || Download paper

  7. Investor Overconfidence and the Forward Premium Puzzle. (2010). Hirshleifer, David ; han, bing ; Burnside, Craig ; Wang, Tracy Yue.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15866.

    Full description at Econpapers || Download paper

  8. Asymmetric information in the interbank foreign exchange market. (2009). Rime, Dagfinn ; Osler, Carol ; Bjønnes, Geir ; Bjonnes, Geir H..
    In: Working Paper.
    RePEc:bno:worpap:2008_25.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. _________________________________, âExchange-Rate Determination: An Equilibrium Approach with Imperfect Capital Substitutability,â Journal of International Economics 23, 1987, 241-262. Driskill, Robert, Nelson C. Mark, and Steven Sheffrin, âSome Evidence in Favor of a Monetary Rational Expectations Exchange-Rate Model with Imperfect Capital Substitutability.

  2. _________________________________, âExchange-Rate Variability, Real and Monetary Shocks, and the Degree of Capital Mobility under Rational Expectations,â Quarterly Journal of Economics 95, 1980b, 577-586.
    Paper not yet in RePEc: Add citation now
  3. _________________________________,âSpot and Forward Rates in a Stochastic Model of the Foreign Exchange Market,â Journal of International Economics 12, 1982, 313-331.
    Paper not yet in RePEc: Add citation now
  4. ______________________________, Exchange-Rate Fundamentals and Order Flow, Mimeo, Georgetown University, 2004.
    Paper not yet in RePEc: Add citation now
  5. ______________________________, Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting, NBER Working Paper 11,042, 2005.

  6. ________________Measuring Treasury Market Liquidity, Federal Reserve Bank of New York Staff Reports (September) 2003: 83-108.
    Paper not yet in RePEc: Add citation now
  7. ______________, âCurrency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis.â Journal of Finance 58, 2003, 1791-1819.
    Paper not yet in RePEc: Add citation now
  8. ____________, âForeign Exchange Microstructure: A Survey of the Empirical Literature,â Forthcoming, Encyclopedia of Complexity and System Science (Springer: 2008).
    Paper not yet in RePEc: Add citation now
  9. ____________, âShort-term Speculators and the Puzzling Behavior of Exchange Rates.â Journal of International Economics 45, 1998, 37-57.
    Paper not yet in RePEc: Add citation now
  10. ____________, âStop-Loss Orders and Price Cascades in Currency Markets,â Journal of International Money and Finance 24, 2005, 219-241.â ____________, âMacro Lessons from Microstructure,â International Journal of Finance and Economics, 2006.
    Paper not yet in RePEc: Add citation now
  11. Anderson, Torben G., Tim Bollerslev, Francis X. Diebold, and Clara Vega, âMicro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange,â American Economic Review 93 (2003): 38-62.

  12. Baillie, R.T., and Bollerslev, Tim. The forward Premium Anomaly is Not as Bad as You Think. Journal of International Money and Finance 19, 2000, 471-88.

  13. Bekaert, Gaert. âThe Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective.â Review of Financial Studies 9,1996, 427-470.
    Paper not yet in RePEc: Add citation now
  14. Bensaid, Bernard, and DeBandt, Olivier. âLes strategies 'stop-loss': Theorie et application au contrat notionnel du matif.â Annales d'Economie et de Statistique, 2000, 21-56.

  15. Berger, Philip G., and Eli Ofek. Diversificationâs effect on firm value. Journal of Financial Economics 37, 1995, 39-65.

  16. BjÃnnes, Geir HÃidal and Dagfinn Rime, Customer trading and information in foreign exchange markets. Working paper, Stockholm Institute for Financial Research. 2001.

  17. BjÃnnes, Geir HÃidal, Dagfinn Rime, and Haakon O.Aa. Solheim,. Liquidity provision in the overnight foreign exchange market, Journal of International Money and Finance 24, 2005, 175196.

  18. Black, Stanley W. âThe Effect of Alternative Intervention Policies on the Variability of Exchange Rates,â in J.S. Bhandari, ed., Exchange Rate Management under Uncertainty, MIT Press, 1985, 72-82.
    Paper not yet in RePEc: Add citation now
  19. Brandt, Michael, and Kenneth Kavajecz, Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve, Journal of Finance 59 (2005): 2623-2654. Branson, William. âStocks and Flows in International Monetary Analysis.â In A. Ando at al. (eds.), International Aspects of Stabilization Policies, 27-50. Federal Reserve Bank of Boston.
    Paper not yet in RePEc: Add citation now
  20. Burnside, A. Craid, Martin Eichenbaum, Sergio Rebelo, âUnderstanding the Forward Premium Puzzle: A Microstructure Approach,â C.E.P.R. Discussion Papers 6399 (2007).

  21. Cai, Jun, Yan-Leung Cheung, Raymond S.K. Lee, Michael Melvin, âOnce-in-a-Generation' Yen Volatility in 1998: Fundamentals, Intervention, and Order Flow,â Journal of International Money and Finance 20 (2001): 327-347.

  22. Carlson, John A. âRisk Aversion, Foreign Exchange Speculation and Gamblerâs Ruin.â Economica 65, August 1998, 441-453.
    Paper not yet in RePEc: Add citation now
  23. Carlson, John A. and Osler, Carol L. âRational Speculators and Exchange Rate Volatility.â European Economic Review 44, February 2000, 231-253.

  24. Chinn, Menzie, and Meredith, Guy. âTesting Uncovered Interest Parity at Short and Long Horizons.âIMF Staff Papers 51, November 2004, 409-430. Chinn, Menzie, and Michael Moore, âPrivate Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set,â Mimeo.

  25. Cross, Sam, 1998. âAll About â The Foreign Exchange Market in the United States,â Federal Reserve Bank of New York (http://www.newyorkfed.org/education/addpub/usfxm/).
    Paper not yet in RePEc: Add citation now
  26. Danielsson, Jon, and Ryan Love, âFeedback Trading,â Mimeo, London School of Economics, 2005.
    Paper not yet in RePEc: Add citation now
  27. DeRosa, David, Managing Foreign Exchange Riak: Advanced Strategies for Global Investors, Corporations, and Financial Institutions, Third Edition (2009: McGraw Hill, Inc.). Driskill, Robert, âExchange-Rate Dynamics: An Empirical Investigation,â Journal of Political Economy 89 (1981): 357-371.

  28. Evans, Martin, and Lyons, Richard K., Order Flow and Exchange Rate Dynamics. Journal of Political Economy 110, February 2002, 170-180.

  29. Evans, Martin, and Richard K.Lyons, How is Macro News Transmitted to Exchange Rates?â NBER Working Paper 9433, 2003.

  30. Evans, Martin. âThe Microstructure of Foreign Exchange Dynamics.â Georgetown University Working Paper, December 1998.
    Paper not yet in RePEc: Add citation now
  31. Federal Reserve Bank of New York, âManagement of Operational Risks in Foreign Exchange,â 1996: http://www.newyorkfed.org/fxc/annualreports/ar1996/fxcar96ma.pdf.
    Paper not yet in RePEc: Add citation now
  32. Fleming, J. Marcus. Domestic Financial Policies Under Fixed and Flexible Exchange Rates. IMF Staff Papers 9, 1962, 369-79.
    Paper not yet in RePEc: Add citation now
  33. Fleming, Michael, âThe Round-the-Clock Market for U.S. Treasury Securities,â Federal Reserve Bank of New York Economic Policy Review July 1997: 9-32.

  34. Flood, Robert P. and Rose, Andrew. âUncovered Interest Parity in Crisis.â IMF Staff Papers 49, 2002, 252-266.
    Paper not yet in RePEc: Add citation now
  35. Flood, Robert P. and Taylor, Mark P. âExchange Rate Economics: Whatâs Wrong with the Conventional Macro Approach?â in J.A. Frankel, G. Galli and A. Giovannini, eds. The Microstructure of Foreign Exchange Markets. University of Chicago Press, 1996, 261-294.

  36. Flood, Robert P., and Rose, Andrew. âFixing Exchange Rates: A Virtual Quest for Fundamentals.â Journal of Monetary Economics 36, 1995, 3-37.
    Paper not yet in RePEc: Add citation now
  37. Foreign Exchange Committee, Guidelines for Foreign Exchange Trading Activities,â 1996: http://www.newyorkfed.org/FXC/annualreports/ar1995/fxar9512.html#risk_manage.
    Paper not yet in RePEc: Add citation now
  38. Foucault, T. âOrder Flow Composition and Trading Costs in a Dynamic Limit Order Market.â Journal of Financial Markets 2, 1999, 99-134.

  39. Frankel, Jeffrey A., Giampaolo Galli, Alberto Giovannini,, âIntroduction,â in The Microstructure of Foreign Exchange Markets, Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini, Eds (University of Chicago Press, Chicago: 1996): 1-15.

  40. Friedman, Milton, The Methodology of Positive Economics, in Milton Friedman, Essays in Positive Economics (Chicago, University of Chicago Press: 1953): 3-43.
    Paper not yet in RePEc: Add citation now
  41. Froot, Kenneth A. and Thaler, Richard H. Anomalies: Foreign Exchange. Journal of Economic Perspectives 4, Summer 1990, 179-192.

  42. Giddy, Ian, Textbook Glosten LR., Milgrom PR. 1985. Bid, ask, and transaction prices in a specialist market with heterogeneously informed traders. Journal of Financial Economics 14: 71-100.

  43. Goodhart, Charles and Payne, R. 1996, âMicrostructural Dynamics in a Foreign Exchange Electronic Broking System,â Journal of International Money and Finance 15, 829-52.

  44. Goodhart, Charles. The Foreign Exchange Market: A Random Walk with a Dragging Anchor. Economica 55, November 1988, 437-60.

  45. Gruen, David W. R., and Marianne C. Gizycki, âForward Discount Bias: Is It Anchoring?â Working paper, Princeton University, Woodrow Wilson School of Public and International Affairs, 1993.

  46. Hakala, Jurgen, and Uwe Wystup, 2002, Foreign Exchange Risk: Models, Instruments and Strategies (Risk Books).
    Paper not yet in RePEc: Add citation now
  47. Handa, P. and Schwartz, R. âLimit Order Trading.â Journal of Finance 51, 1996, 1835-61.
    Paper not yet in RePEc: Add citation now
  48. Harris, Lawrence. âOptimal Dynamic Order Submission Strategies in Some Stylized Trading Problems.â Financial Markets, Institutions, and Instruments 7, 1998, 1-76.
    Paper not yet in RePEc: Add citation now
  49. Hau, Harald, and Rey, Helene. âOrder Flows, Exchange Rates and Asset Prices.â Presented at the IFM meetings of the NBER summer institute, Cambridge, MA, July 10, 2002.
    Paper not yet in RePEc: Add citation now
  50. Hausman, J.A. âSpecification Tests in Econometrics.â Econometrica, 46, 1978, 1251-1271 Hollifield, B.: Miller, R.; Sandas, P. and Slive, J. âLiquidity Supply and Demand in Limit Order Markets.â Rodney White Center for Financial Research Working Paper, University of Pennsylvania, 2002.

  51. Holthausen, Robert W.; Leftwich, Richard W. and Mayers, David. âLarge-Block Transactions, the Speed of Response, and Temporary and Permanent Stock-Price Effects.â Journal of Financial Economics 26, 1990, 71-95.

  52. Imbs, Jean, Haroon Mumtaz, Morten Ravn, and Helene Rey. âPPP Strikes Back: Aggregation and the Real Exchange Rate.â NBER Working Paper No. 9372, 2002.

  53. Jensen, M. and Meckling, W. âTheory of the Firm: Managerial Behavior, Agency Costs, and Ownership Structure.â Journal of Financial Economics 6, October 1976, 305-360.

  54. Krueger, Anne O. Exchange-Rate Determination. Cambridge University Press, Cambridge: 1983.

  55. Lane, Philip R. âThe New Open Economy Macroeconomics: A Survey,â Journal of International Economics 54, 2001: 235-266.

  56. Lewis, Karen K. âPuzzles in International Financial Markets,â in G. Grossman and K. Rogoff, eds., Handbook of International Economics, Vol. III, Elsevier Science, 1995, 1913-1971.

  57. Lyons, Richard K. The Microstructure Approach to Exchange Rates. MIT Press, 2001.
    Paper not yet in RePEc: Add citation now
  58. Lyons, Richard. âTests of Microstructural Hypotheses in the Foreign Exchange Market,â Journal of Financial Economics 39, 1995, 321-51.

  59. Madhavan, Ananth, Matthew Richardson, and Mark Roomans, âWhy Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks,â Review of Financial Studies 10: 1035-1064.

  60. Mark, Nelson and Wu, Yangru âRethinking Deviations From Uncovered Interest Parity: The Role of Covariance Risk and Noise.â Economic Journal 108, November 1998, 1686-1706.

  61. Marsh, Ian, and Ceire O'Rourke, title, Presented at the Equity and Currency Microstructure Conference, Oslo, September 2005.
    Paper not yet in RePEc: Add citation now
  62. McCallum, Bennett T. âA Reconsideration of the Uncovered Interest Parity Relationship.â Journal of Monetary Economics 33, 1994, 105-132.

  63. Meese, Richard A. and Rogoff, Kenneth. âEmpriical Exchange Rate Models of the Seventies: Do they fit out of sample?â Journal of International Economics 14, February 1983, 3-24.

  64. Missa, Michael. The Exchange Rate, the Balance of Payments and Monetary and Fiscal Policy Under a Regime of Controlled Floating.â Scandianvian Journal of Economics 2, 1976: 229-248.
    Paper not yet in RePEc: Add citation now
  65. Moore, Michael and Roche, Maurice. âLess of a Puzzle: A New Look at the Forward Forex Market.â Journal of International Economics 58, 2002, pp, 387-411.

  66. Morris, Stephen, âTrade with Heterogeneous Prior Beliefs and Asymmetric Information,â Econometrica 62, 1994, 1327-1347.

  67. Mundell, Robert. Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates. Canadian Journal of Economics and Political Science 29, 1963, 475-85.
    Paper not yet in RePEc: Add citation now
  68. Murphy, K. and R. Topel âEstimation and Inference in Two Step Econometric Models.â Journal of Business and Economic Statistics, 3, 1985, 370â379.
    Paper not yet in RePEc: Add citation now
  69. Muth, John F. âOptimal Properties of Exponentially Weighted Forecasts.â Journal of the American Statistical Association 55, June 1960, 315-335.
    Paper not yet in RePEc: Add citation now
  70. Obstfeld, Maurice, and Rogoff, Kenneth. âRisk and Exchange Rates.â NBER Working Paper 6694, August 1998.

  71. Obstfeld, Maurice, and Rogoff, Kenneth. Exchange Rate Dynamics Redux. Journal of Political Economy 3, 1995, 624-660.

  72. Obstfeld, Maurice, and Rogoff, Kenneth. Foundations of International Macroeconomics (M.I.T. Press, Cambridge: 2003).

  73. Onur, Esen, âA Dynamic Model of the Foreign Exchange Market,â Mimeo, University of California Davis, 2008.
    Paper not yet in RePEc: Add citation now
  74. Osler, Carol L. Exchange Rate Dynamics and Speculators' Horizons. Journal of International Money and Finance 14, 1995, 695-719.

  75. Osler, Carol L., Alexander Mende, and Lukas Menkhoff, âPrice Discovery in Currency Markets,â Typescript 2008.

  76. Pasquariello, Paolo, and Clara Vega, Informed and Strategic Order Flow in the Bond Markets, Working Paper (October 2005).

  77. Popper, K., 1959. The Logic of Scientific Discovery (Routledge, United Kingdom).
    Paper not yet in RePEc: Add citation now
  78. Rogoff, Kenneth S. âThe Purchasing Power Parity Puzzle.â Journal of Economic Literature 34, 1996, 647-668.
    Paper not yet in RePEc: Add citation now
  79. Sarno, Lucio, and Mark P. Taylor, âForward Bias and Non-Linearities (?),â Warwick University Working paper, 2004.
    Paper not yet in RePEc: Add citation now
  80. Shleifer, Andrei. âDo Demand Curves Slope Down?â The Journal of Finance 41, 1986, 579-90.
    Paper not yet in RePEc: Add citation now
  81. Wooldridge, Jeffrey M. On the application of robust, regression- based diagnostics to models of conditional means and conditional variances, Journal of Econometrics, 47(1), 1991, 5-46.

  82. Yates, J. Frank, Judgment and Decision Making. Prentice Hall (Englewood Cliffs New Jersey: 1988).
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. An Over-the-Counter Approach to the FOREX Market. (2015). Jung, Kuk Mo ; Geromichalos, Athanasios.
    In: MPRA Paper.
    RePEc:pra:mprapa:64402.

    Full description at Econpapers || Download paper

  2. Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates. (2015). Rossi, Barbara ; Rogoff, Kenneth ; Ferraro, Domenico.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:54:y:2015:i:c:p:116-141.

    Full description at Econpapers || Download paper

  3. Multiscale analysis of foreign exchange order flows and technical trading profitability. (2015). Lento, Camillo ; Gradojevic, Nikola.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:156-165.

    Full description at Econpapers || Download paper

  4. Fact and fictions in FX arbitrage processes. (2014). Cross, Rod ; Kozyakin, Victor .
    In: Working Papers.
    RePEc:str:wpaper:1403.

    Full description at Econpapers || Download paper

  5. Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets. (2014). Aggarwal, Raj ; Lucey, Brian M. ; O'Connor, Fergal A..
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp462.

    Full description at Econpapers || Download paper

  6. Modelling & Forecasting of Re/$ Exchange rate – An empirical analysis. (2014). Mathur, Somesh Kumar ; Babu, Surendra .
    In: 2nd International Conference on Energy, Regional Integration and Socio-Economic Development.
    RePEc:ekd:006666:7741.

    Full description at Econpapers || Download paper

  7. The unbeatable random walk in exchange rate forecasting: Reality or myth?. (2014). Moosa, Imad ; Burns, Kelly.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:40:y:2014:i:c:p:69-81.

    Full description at Econpapers || Download paper

  8. Higher order beliefs and the dynamics of exchange rates. (2014). Raggi, Davide ; Pignataro, Giuseppe ; Pancotto, Francesca.
    In: Working Papers.
    RePEc:bol:bodewp:wp957.

    Full description at Econpapers || Download paper

  9. Price discovery in government bond markets. (2013). Valseth, Siri.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:1:p:127-151.

    Full description at Econpapers || Download paper

  10. Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability. (2012). Lento, Camillo ; Gradojevic, Nikola.
    In: Working Paper series.
    RePEc:rim:rimwps:31_12.

    Full description at Econpapers || Download paper

  11. The information content of a limit order book: The case of an FX market. (2012). Kozhan, Roman ; Salmon, Mark .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:1:p:1-28.

    Full description at Econpapers || Download paper

  12. Frequency domain analysis of foreign exchange order flows. (2012). Gradojevic, Nikola.
    In: Economics Letters.
    RePEc:eee:ecolet:v:115:y:2012:i:1:p:73-76.

    Full description at Econpapers || Download paper

  13. Survival of Overconfidence in Currency Markets. (2012). Osler, Carol ; Oberlechner, Thomas .
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:47:y:2012:i:01:p:91-113_00.

    Full description at Econpapers || Download paper

  14. Order Flows, Fundamentals and Exchange Rates. (2011). Marsh, Ian ; Iwatsubo, Kentaro.
    In: Discussion Papers.
    RePEc:koe:wpaper:1120.

    Full description at Econpapers || Download paper

  15. Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets. (2011). Yang, Minxian ; Wang, Jianxin.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:1:p:82-108.

    Full description at Econpapers || Download paper

  16. Explaining the returns of active currency managers. (2011). Nasypbek, Sam ; Rehman, Scheherazade S.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-11.

    Full description at Econpapers || Download paper

  17. What Explains Output Volatility? Evidence from the G3. (2010). Grydaki, Maria ; Fountas, Stilianos.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2010_09.

    Full description at Econpapers || Download paper

  18. Regressive Oil Price Expectations Toward More Fundamental Values of the Oil Price. (2010). Reitz, Stefan ; Stadtmann, Georg ; Rulke, Jan C..
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:230:y:2010:i:4:p:454-466.

    Full description at Econpapers || Download paper

  19. An investigation of customer order flow in the foreign exchange market. (2010). cerrato, mario ; Saunders, Alex ; Sarantis, Nicholas .
    In: Working Papers.
    RePEc:gla:glaewp:2009_25.

    Full description at Econpapers || Download paper

  20. Whose trades convey information? Evidence from a cross-section of traders. (2010). Schmeling, Maik ; Menkhoff, Lukas.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:13:y:2010:i:1:p:101-128.

    Full description at Econpapers || Download paper

  21. Are oil-price-forecasters finally right? -- Regressive expectations towards more fundamental values of the oil price. (2009). Reitz, Stefan ; Stadtmann, Georg ; Ruelke, Jan .
    In: MPRA Paper.
    RePEc:pra:mprapa:15607.

    Full description at Econpapers || Download paper

  22. Aggregate trading behaviour of technical models and the yen/dollar exchange rate 1976-2007. (2009). Schulmeister, Stephan.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:21:y:2009:i:3:p:270-279.

    Full description at Econpapers || Download paper

  23. Exchange Rate Volatility and Output Volatility: A Theoretical Approach. (2009). Grydaki, Maria ; Fountas, Stilianos.
    In: Review of International Economics.
    RePEc:bla:reviec:v:17:y:2009:i:3:p:552-569.

    Full description at Econpapers || Download paper

  24. Aggregate Trading Behaviour of Technical Models and the Yen-Dollar Exchange Rate 1976-2007. (2008). Schulmeister, Stephan.
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2008:i:324.

    Full description at Econpapers || Download paper

  25. Exchange Rate Volatility and Output Volatility: a Theoretical Approach. (2008). Grydaki, Maria ; Fountas, Stilianos.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2008_16.

    Full description at Econpapers || Download paper

  26. The dynamic interaction of order flows and the CAD/USD exchange rate. (2008). Neely, Christopher ; Gradojevic, Nikola.
    In: Working Papers.
    RePEc:fip:fedlwp:2008-006.

    Full description at Econpapers || Download paper

  27. Lack of signal error (LoSE) and implications for OLS regression: measurement error for macro data. (2008). Nalewaik, Jeremy J..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2008-15.

    Full description at Econpapers || Download paper

  28. Forecasting foreign exchange rates using idiosyncratic volatility. (2008). Guo, Hui ; Savickas, Robert .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1322-1332.

    Full description at Econpapers || Download paper

  29. Do Euro exchange rates follow a martingale? Some out-of-sample evidence. (2008). Yang, Jian ; Kolari, James W. ; Su, Xiaojing .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:5:p:729-740.

    Full description at Econpapers || Download paper

  30. Short-run Exchange-rate Dynamics: Theory And Evidence. (2008). Dahl, Christian ; Osler, Carol L. ; Carlson, John A..
    In: Working Papers.
    RePEc:brd:wpaper:39.

    Full description at Econpapers || Download paper

  31. End-user order flow and exchange rate dynamics. (2007). Taylor, Mark ; Reitz, Stefan ; Schmidt, Markus .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5559.

    Full description at Econpapers || Download paper

  32. Kelet-közép-európai devizaárfolyamok előrejelzése határidős árfolyamok segítségével. (2007). Darvas, Zsolt ; Schepp, Zoltan .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:920.

    Full description at Econpapers || Download paper

  33. The microstructure of the Canada/U.S. dollar exchange rate: A robustness test. (2007). Gradojevic, Nikola.
    In: Economics Letters.
    RePEc:eee:ecolet:v:94:y:2007:i:3:p:426-432.

    Full description at Econpapers || Download paper

  34. Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market. (2007). Gradojevic, Nikola.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:2:p:557-574.

    Full description at Econpapers || Download paper

  35. Currency and yield Co-integration between a developed and an emerging Country: The Case of Turkey. (2007). nci, Ahmet Can .
    In: Bogazici Journal, Review of Social, Economic and Administrative Studies.
    RePEc:boz:journl:v:21:y:2007:i:1+2:p:1-20.

    Full description at Econpapers || Download paper

  36. The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:769.

    Full description at Econpapers || Download paper

  37. Co?integrating currencies and yield differentials. (2006). Inci, Ahmet Can .
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:15:y:2006:i:2:p:159-175.

    Full description at Econpapers || Download paper

  38. Price Impacts of Deals and Predictability of the Exchange Rate Movements. (2006). Ito, Takatoshi ; Hashimoto, Yuko .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12682.

    Full description at Econpapers || Download paper

  39. International Capital Flows and U.S. Interest Rates. (2006). Warnock, Francis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12560.

    Full description at Econpapers || Download paper

  40. The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis. (2006). Taylor, Mark ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-352.

    Full description at Econpapers || Download paper

  41. Price discovery in the foreign currency futures and spot market. (2006). Rosenberg, Joshua ; Traub, Leah G..
    In: Staff Reports.
    RePEc:fip:fednsr:262.

    Full description at Econpapers || Download paper

  42. Co-integrating currencies and yield differentials. (2006). Inci, Ahmet Can .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:15:y:2006:i:2:p:159-175.

    Full description at Econpapers || Download paper

  43. What defines `news in foreign exchange markets?. (2006). Dominguez, Kathryn ; Dominguez, Kathryn M. E., ; Panthaki, Freyan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:1:p:168-198.

    Full description at Econpapers || Download paper

  44. The interaction between technical currency trading and exchange rate fluctuations. (2006). Schulmeister, Stephan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233.

    Full description at Econpapers || Download paper

  45. Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle. (2006). Valente, Giorgio ; Sarno, Lucio ; Leon, Hyginus .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5527.

    Full description at Econpapers || Download paper

  46. Forecasting the Colombian Exchange Rate: Capital Adjustments and Politics vs. Traditional IRP, Trade Adjustments and Random Walk Frameworks. (2006). RESTREPO, Daniel MITCHELL .
    In: ARCHIVOS DE ECONOMÍA.
    RePEc:col:000118:011228.

    Full description at Econpapers || Download paper

  47. Computational Intelligence in Exchange-Rate Forecasting. (2006). ZOMBANAKIS, GEORGE ; Andreou, Andreas S..
    In: Working Papers.
    RePEc:bog:wpaper:49.

    Full description at Econpapers || Download paper

  48. International Financial Adjustment. (2005). Rey, Helene ; Gourinchas, Pierre-Olivier.
    In: International Finance.
    RePEc:wpa:wuwpif:0505004.

    Full description at Econpapers || Download paper

  49. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11769.

    Full description at Econpapers || Download paper

  50. International Financial Adjustment. (2005). Rey, Helene ; Gourinchas, Pierre-Olivier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11155.

    Full description at Econpapers || Download paper

  51. What Defines News in Foreign Exchange Markets. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
    In: Working Papers.
    RePEc:mie:wpaper:547.

    Full description at Econpapers || Download paper

  52. Exchange Rate Fundamentals and Order Flow (July 2004). (2005). Lyons, Richard ; Evans, Martin ; Martin D. D. Evans, .
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~05-05-03.

    Full description at Econpapers || Download paper

  53. International financial adjustment. (2005). Rey, Helene ; Gourinchas, Pierre-Olivier.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2005:x:17.

    Full description at Econpapers || Download paper

  54. International Financial Adjustment. (2005). Rey, Helene ; Gourinchas, Pierre-Olivier.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4923.

    Full description at Econpapers || Download paper

  55. International Financial Adjustment. (2005). Rey, Helene ; Gourinchas, Pierre-Olivier.
    In: Center for International and Development Economics Research, Working Paper Series.
    RePEc:cdl:ciders:qt124628cx.

    Full description at Econpapers || Download paper

  56. Arbitrage in the foreign exchange market: Turning on the microscope. (2005). Sarno, Lucio ; Rime, Dagfinn ; Akram, Qaisar.
    In: Working Paper.
    RePEc:bno:worpap:2005_12.

    Full description at Econpapers || Download paper

  57. Product-market openness and dynamic responses to exogenous shocks and policies in a two-country, two-goods model. (1996). Zervoyianni, Athina.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:5:y:1996:i:3:p:269-290.

    Full description at Econpapers || Download paper

  58. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-19 08:49:51 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.