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Fixed versus flexible: Lessons from EMS order flow. (2006). Moore, Michael ; Lyons, Richard ; Killeen, William P..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:25:y:2006:i:4:p:551-579.

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  1. The currency that came in from the cold - Capital controls and the information content of order flow. (2021). Pétursson, Thórarinn ; Breedon, Francis ; Vitale, Paolo.
    In: Economics.
    RePEc:ice:wpaper:wp86.

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  2. What Keeps Stablecoins Stable?. (2020). Lyons, Richard ; Viswanath-Natraj, Ganesh.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27136.

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  3. Testing the ‘Fear of Floating’ Hypothesis: A Statistical Analysis for Eight African Countries. (2020). Pentecost, Eric ; Ahmad, Ahmad Hassan.
    In: Open Economies Review.
    RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09557-3.

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  4. Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei.
    In: PhD Thesis.
    RePEc:uts:finphd:39.

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  5. Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei.
    In: PhD Thesis.
    RePEc:uts:finphd:2-2018.

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  6. Real financial market exchange rate volatility and portfolio flows. (2018). Ozimkovska, Valentyna .
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:15:y:2018:i:2:d:10.1007_s10368-017-0405-3.

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  7. Global price discovery in the Australian dollar market and its determinants. (2018). Zhang, Jing Jing ; Su, Fei.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:48:y:2018:i:c:p:35-55.

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  8. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
    In: BIS Papers.
    RePEc:bis:bisbps:95.

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  9. Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:8259.

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  10. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1718.

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  11. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2017-76.

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  12. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12460.

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  13. Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: BIS Working Papers.
    RePEc:bis:biswps:676.

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  14. Carry Trades, Order Flow, and the Forward Bias Puzzle. (2016). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:48:y:2016:i:6:p:1113-1134.

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  15. The probability of informed trading measured with price impact, price reversal, and volatility. (2016). Kitamura, Yoshihiro.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:42:y:2016:i:c:p:77-90.

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  16. Downsized FX markets: causes and implications. (2016). Sushko, Vladyslav ; Schrimpf, Andreas ; Moore, Michael.
    In: BIS Quarterly Review.
    RePEc:bis:bisqtr:1612e.

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  17. Private information, capital flows, and exchange rates. (2015). Loretan, Mico ; Gyntelberg, Jacob ; Subhanij, Tientip .
    In: Working Papers.
    RePEc:snb:snbwpa:2015-12.

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  18. Flujos de órdenes en el mercado cambiario y el valor intrínseco del Nuevo Sol. (2015). Winkelried, Diego ; Lock, Eduardo .
    In: Revista Estudios Económicos.
    RePEc:rbp:esteco:ree-29-03.

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  19. Carry Trades, Order Flow and the Forward Bias Puzzle. (2015). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp761.

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  20. Carry Trades, Order Flow and the Forward Bias Puzzle. (2015). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: Working Papers.
    RePEc:qmw:qmwecw:761.

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  21. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:67470.

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  22. Microstructure order flow: statistical and economic evaluation of nonlinear forecasts. (2015). MacDonald, Ronald ; Kim, Hyunsok ; cerrato, mario.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:39:y:2015:i:c:p:40-52.

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  23. 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.

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  24. Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability. (2013). Gradojevic, Nikola ; Lento, Camillo.
    In: Working Papers.
    RePEc:ies:wpaper:f201403.

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  25. The market microstructure approach to foreign exchange: Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol L..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:38:y:2013:i:c:p:95-119.

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  26. What drives currency predictability?. (2013). Potì, Valerio ; Siddique, Akhtar ; Poti, Valerio.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:36:y:2013:i:c:p:86-106.

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  27. Exchange rate determination and dynamics in China: A market microstructure analysis. (2013). Zhang, Zhichao ; Chau, Frankie .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:29:y:2013:i:c:p:303-316.

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  28. The market microstructure approach to foreign exchange - Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol .
    In: Working Paper.
    RePEc:bno:worpap:2013_12.

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  29. Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions. (2013). Kohlscheen, Emanuel.
    In: BIS Working Papers.
    RePEc:bis:biswps:426.

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  30. 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.

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  31. The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence. (2012). Tranvåg, Hans Jørgen ; Rime, Dagfinn ; Tranvg, Hans Jorgen .
    In: Working Paper Series.
    RePEc:nst:samfok:12412.

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  32. Private Information, Capital Flows, and Exchange Rates. (2012). Gyntelberg, Jacob ; Loretan, Mico ; Tientip, Subhanij .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2012/213.

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  33. Mercados futuro e à vista de câmbio no Brasil: O rabo balança o cachorro. (2012). Garcia, Marcio ; Ventura, Andre ; Garcia, Marcio Gomes Pinto, .
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:66:y:2012:i:1:a:1907.

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  34. Foreign exchange market reactions to sovereign credit news. (2012). ap Gwilym, Owain ; Alsakka, Rasha.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:4:p:845-864.

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  35. Global liquidity risk in the foreign exchange market. (2012). Sarno, Lucio ; Phylaktis, Kate ; Banti, Chiara.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:2:p:267-291.

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  36. 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.

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  37. Order flow in the South: Anatomy of the Brazilian FX market. (2012). Wu, Thomas .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:23:y:2012:i:3:p:310-324.

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  38. The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; Osler, Carol ; King, Michael.
    In: Working Papers.
    RePEc:brd:wpaper:54.

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  39. The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence. (2012). Tranvåg, Hans Jørgen ; Rime, Dagfinn ; Tranvg, Hans Jorgen .
    In: Working Paper.
    RePEc:bno:worpap:2012_01.

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  40. Order Flow and the Real: Indirect Evidence of the Effectiveness of Sterilized Interventions. (2012). Kohlscheen, Emanuel.
    In: Working Papers Series.
    RePEc:bcb:wpaper:273.

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  41. Order Flow and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set. (2011). Chinn, Menzie ; Moore, Michael J.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:43:y:2011:i:8:p:1599-1624.

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  42. The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach. (2011). Kitamura, Yoshihiro.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:18:y:2011:i:1:p:1-31.

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  43. Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics. (2011). shin, yongcheol ; Nguyen, Viet Hoang.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2011n14.

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  44. An investigation of customer order flow in the foreign exchange market. (2011). cerrato, mario ; Saunders, Alex ; Sarantis, Nicholas .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:8:p:1892-1906.

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  45. On the sources of private information in FX markets. (2011). Payne, Richard ; Moore, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1250-1262.

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  46. Does the Bund dominate price discovery in Euro bond futures? Examining information shares. (2011). Menkhoff, Lukas ; Fricke, Christoph.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1057-1072.

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  47. Micro approaches to foreign exchange determination. (2011). Rime, Dagfinn ; Evans, Martin ; Martin D. D. Evans, .
    In: Working Paper.
    RePEc:bno:worpap:2011_05.

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  48. Exchange Rate Regimes in the Modern Era : Fixed, Floating, and Flaky. (2011). Rose, Andrew ; AndrewK. Rose, .
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:49:y:2011:i:3:p:652-72.

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  49. Random Walk Theory and Exchange Rate Dynamics in Transition Economies. (2010). Gradojevic, Nikola ; Djakovic, Vladimir ; Andjeli, Goran .
    In: Panoeconomicus.
    RePEc:voj:journl:v:57:y:2010:i:3:p:303-320.

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  50. Does the Bund dominate price discovery in Euro bond futures? Examining information shares. (2010). Menkhoff, Lukas ; Fricke, Christoph.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-449.

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  51. 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.

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  52. Solving exchange rate puzzles with neither sticky prices nor trade costs. (2010). Roche, Maurice ; Moore, Michael.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:6:p:1151-1170.

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  53. International order flows: Explaining equity and exchange rate returns. (2010). Moore, Michael ; Hau, Harald ; Dunne, Peter.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:2:p:358-386.

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  54. Exchange rate forecasting, order flow and macroeconomic information. (2010). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:80:y:2010:i:1:p:72-88.

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  55. An investigation of customer order flow in the foreign exchange market. (2010). cerrato, mario ; Saunders, Alex ; Sarantis, Nicholas .
    In: SIRE Discussion Papers.
    RePEc:edn:sirdps:144.

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  56. Exchange Rate Regimes in the Modern Era: Fixed, Floating, and Flaky. (2010). Rose, Andrew.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7987.

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  57. A Transaction Data Study of the Forward Bias Puzzle. (2010). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7791.

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  58. Price Discovery in Currency Markets. (2010). Osler, Carol ; Menkhoff, Lukas ; Mende, Alexander .
    In: Working Papers.
    RePEc:brd:wpaper:03.

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  59. A Transaction Data Study of the Forward Bias Puzzle. (2010). Vitale, Paolo ; Rime, Dagfinn ; Breedon, Francis.
    In: Working Paper.
    RePEc:bno:worpap:2010_26.

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  60. Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates. (2009). Yuan, Chunming ; Tornell, Aaron.
    In: UMBC Economics Department Working Papers.
    RePEc:umb:econwp:09116.

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  61. What drives volatility persistence in the foreign exchange market?. (2009). Hjalmarsson, Erik ; Berger, David ; Chaboud, Alain .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:94:y:2009:i:2:p:192-213.

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  62. An information approach to international currencies. (2009). Moore, Michael ; Lyons, Richard K..
    In: Journal of International Economics.
    RePEc:eee:inecon:v:79:y:2009:i:2:p:211-221.

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  63. Price discovery in foreign exchange markets: A comparison of indicative and actual transaction prices. (2009). Phylaktis, Kate ; chen, long.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:4:p:640-654.

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  64. Exchange Rate Forecasting, Order Flow and Macroeconomic Information. (2009). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7225.

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  65. Private information, stock markets, and exchange rates. (2009). Loretan, Mico ; Gyntelberg, Jacob ; Chan, Eric ; Subhanij, Tientip .
    In: Working Papers.
    RePEc:bth:wpaper:2009-07.

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  66. Private information, stock markets, and exchange rates. (2009). Loretan, Mico ; Gyntelberg, Jacob ; Chan, Eric ; Subhanij, Tientip .
    In: BIS Working Papers.
    RePEc:bis:biswps:271.

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  67. Commercially Available Order Flow Data and Exchange Rate Movements: Caveat Emptor. (2008). Taylor, Mark P ; Sager, Michael .
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:40:y:2008:i:4:p:583-625.

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  68. Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set. (2008). Moore, Michael ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14175.

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  69. 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.

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  70. Local information in foreign exchange markets. (2008). Schmeling, Maik ; Menkhoff, Lukas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:8:p:1383-1406.

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  71. Order flow and exchange rate dynamics in electronic brokerage system data. (2008). Wright, Jonathan ; Berger, David ; Chaboud, Alain P. ; Chernenko, Sergey V. ; Howorka, Edward.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:75:y:2008:i:1:p:93-109.

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  72. Exchange rate dynamics in a target zone: a heterogeneous expectations approach. (2007). Reitz, Stefan ; De Grauwe, Paul ; Bauer, Christian ; DeGrauwe, Paul.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:5864.

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  73. 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.

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  74. A market microstructure analysis of the Canadian dollar depreciation episodes in the 1990s. (2007). Gradojevic, Nikola.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:17:p:1377-1387.

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  75. 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.

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  76. Exchange rate variability, market activity and heterogeneity. (2007). Sucarrat, Genaro ; Rime, Dagfinn.
    In: UC3M Working papers. Economics.
    RePEc:cte:werepe:we077039.

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  77. Exchange rate forecasting, order flow and macroeconomic information. (2007). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: Working Paper.
    RePEc:bno:worpap:2007_02.

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  78. The Components of Electronic Inter‐Dealer Spot FX Bid‐Ask Spreads. (2007). ap Gwilym, Owain ; McGroarty, Frank ; Thomas, Stephen.
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    RePEc:bla:jbfnac:v:34:y:2007:i:9-10:p:1635-1650.

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  80. Macro lessons from microstructure. (2006). Osler, Carol.
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    RePEc:ijf:ijfiec:v:11:y:2006:i:1:p:55-80.

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  81. Local Information in Foreign Exchange Markets. (2006). Schmeling, Maik ; Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-331.

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  82. Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU. (2006). ap Gwilym, Owain ; McGroarty, Frank ; Thomas, Stephen.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:17:y:2006:i:1:p:23-49.

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  83. Exchange rates and order flow in the long run. (2006). van Norden, Simon ; Boyer, M. Martin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:3:y:2006:i:4:p:235-243.

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  84. Exchange Rates and Order Flow in the Long Run. (2006). van Norden, Simon ; Boyer, M. Martin.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2006s-07.

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  85. The microstructure approach to exchange rates: a survey from a central bank’s viewpoint. (2005). Kiss M., Norbert ; Gyomai, Gyorgy ; Gereben, Áron.
    In: MNB Occasional Papers.
    RePEc:mnb:opaper:2005/42.

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  86. Liquidity provision in the overnight foreign exchange market. (2004). Rime, Dagfinn ; Bjønnes, Geir ; Haakon O. Aa. Solheim, .
    In: Discussion Papers.
    RePEc:ssb:dispap:391.

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  87. Liquidity provision in the overnight foreign exchange market. (2004). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal ; Haakon O. Aa. Solheim, .
    In: Working Paper.
    RePEc:bno:worpap:2004_13.

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  88. Exchange Rates, Equity Prices and Capital Flows. (2003). Rey, Helene ; Hau, Harald.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3735.

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  89. Exchange Rate, Equity Prices and Capital Flows. (2002). Rey, Helene ; Hau, Harald.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9398.

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  90. The Curse of Non-Investment Grade Countries. (2001). Rigobon, Roberto.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8636.

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  14. Evans, M. FX trading and exchange rate dynamics. 2002 Journal of Finance. 57 2405-2448

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  17. Financial Times, CURRENCIES & MONEY: realignment rumours stir ERM. April 28, 1998 Financial Times. -
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  18. Financial Times, Euro trading to start on Monday. May 2/3, 1998 Financial Times. -
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  19. Flood, R. ; Rose, A. Fixing exchange rates: a virtual quest for fundamentals. 1995 Journal of Monetary Economics. 36 3-37

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  33. Lyons, R. Tests of microstructural hypotheses in the foreign exchange market. 1995 Journal of Financial Economics. 39 321-351

  34. Lyons, R. The Microstructure Approach to Exchange Rates. 2001 MIT Press: Cambridge
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  35. Machlup, F. The theory of foreign exchanges. 1949 En : Ellis, H. ; Metzler, L. Readings in the Theory of International Trade. Blakiston: Philadelphia
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  36. Meese, R. ; Rogoff, K. Empirical exchange rate models of the seventies. 1983 Journal of International Economics. 14 3-24

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  39. Payne, R. Informed trade in spot foreign exchange markets: an empirical analysis. 2003 Journal of International Economics. 61 307-329
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  40. Rigobon, R., 1999. On the measurement of the international propagation of shocks. NBER Working Paper 7354, September 1999.

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  43. Rosenberg, M. Currency Forecasting: A Guide to Fundamental and Technical Models of Exchange Rate Determination. 1996 Irwin Professional Publishing: Chicago
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Cocites

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  1. Agricultural Growth in West Bengal (1949-50 to 2009-10): Evidence from Multiple Trend Break Unit Root Test. (2015). Kundu, Soumitra .
    In: Indian Journal of Agricultural Economics.
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  2. Testing for Structural Breaks in the Korean Economy 1980-2005: An Application of the Innovational Outlier and Additive Outlier Models. (2006). Harvie, Charles ; Pahlavani, Mosayeb .
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  3. Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cuado, Juncal .
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  4. Learning, structural instability and present value calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: Computing in Economics and Finance 2006.
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  5. Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective. (2006). Spanos, Aris ; Heracleous, Maria .
    In: Computing in Economics and Finance 2006.
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  6. Bayesian simultaneous determination of structural breaks and lag lengths. (2006). Karlsson, Sune ; Hultblad, Brigitta .
    In: SSE/EFI Working Paper Series in Economics and Finance.
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  7. Learning, Structural Instability and Present Value Calculations. (2006). Timmermann, Allan ; Pettenuzzo, Davide ; Pesaran, M.
    In: Cambridge Working Papers in Economics.
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  8. BAD Taxation: Disintermediation and Illiquidity in a Bank Account Debits Tax Model. (2005). Albuquerque, Pedro.
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  9. Canaries and Vultures: A Quantitative History of Monetary Mismanagement in Brazil. (2005). Albuquerque, Pedro ; Gouvea, Solange .
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  10. Savings, Investment, Foreign Inflows and Economic Growth of the Indian Economy 1950-2001. (2005). Wilson, E. J. ; Verma, R..
    In: Economics Working Papers.
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  11. Structural Changes in the Middle East Stock Markets: The case of Israel and Arab Countries. (2005). Wilson, E. J. ; Marashdeh, Hazem.
    In: Economics Working Papers.
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  12. Structural Change and the Order of Integration in Univariate Time Series. (2005). Gil-Alana, Luis.
    In: Faculty Working Papers.
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  13. New evidence on purchasing power parity from 17 OECD countries. (2005). Narayan, Paresh.
    In: Applied Economics.
    RePEc:taf:applec:v:37:y:2005:i:9:p:1063-1071.

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  14. Volatility in an Era of Reduced Uncertainty: Lessons from Pax Britannica. (2005). Weidenmier, Marc ; Burdekin, Richard ; Brown, Willaim O..
    In: NBER Working Papers.
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  15. The Equity Premium: 101 years of Empirical Evidence from the UK. (2005). Vivian, Andrew.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
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  16. Dickey-Fuller Type of Tests against Nonlinear Dynamic Models. (2005). He, Changli ; Sandberg, Rickard.
    In: SSE/EFI Working Paper Series in Economics and Finance.
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  17. Are US macroeconomic series difference stationary or trend-break stationary?. (2004). Sen, Amit .
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  18. Trend breaks and the fisher hypothesis in canada and the United States. (2004). Atkins, Frank ; Chan, Milanda.
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  19. How Do Banks Set Interest Rates?. (2004). Gambacorta, Leonardo.
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  20. Modified Tests for a Change in Persistence. (2004). Taylor, Robert ; Leybourne, Stephen ; Harvey, David.
    In: Econometric Society 2004 Australasian Meetings.
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  21. A range unit root test. (2004). Escribano, Alvaro ; Garcia, Ana ; Aparicio, Felipe M..
    In: DES - Working Papers. Statistics and Econometrics. WS.
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  22. Unit roots in macroeconomic time series: theory, implications, and evidence. (2004). Libanio, Gilberto.
    In: Textos para Discussão Cedeplar-UFMG.
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  23. EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST. (2003). Leybourne, Stephen ; Kim, Tae-Hwan ; Newbold, Paul.
    In: Econometrics.
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  24. Analysing the effects of labour standards on US export performance. A time series approach with structural change. (2003). Samy, Yiagadeesen ; Rodríguez, Gabriel ; Rodriguez, Gabriel.
    In: Applied Economics.
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  25. Modelling the linkages between US and Latin American stock markets. (2003). Sosvilla-Rivero, Simon.
    In: Applied Economics.
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  26. Range unit root tests. (2003). Escribano, Alvaro ; Garcia, Ana ; Aparicio, Felipe M..
    In: DES - Working Papers. Statistics and Econometrics. WS.
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  27. Testing the Order of Integration with Low Power Tests. An Application to Argentine Macro-variables. (2003). Panigo, Demian ; Carrera, Jorge ; Feliz, Mariano.
    In: Journal of Applied Economics.
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  28. The Canadian Phillips Curve and Regime Shifting. (2003). Demers, Frederick.
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  29. How Government Bond Prices Reflect Wartime Events. The Case of the Stockholm Market.. (2002). Waldenström, Daniel ; Frey, Bruno.
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  30. Complete or Partial Inflation Convergence in the EU?. (2002). Zumaquero, Amalia Morales ; Amian, Consuelo Gamez.
    In: Economic Working Papers at Centro de Estudios Andaluces.
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  31. Structural Breaks and Unit Roots: A Further Test of the Sustainability of the Indian Fiscal Deficit. (2001). Sharma, Anurag ; Jha, Raghbendra.
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  32. Fixed versus Flexible: Lessons from EMS Order Flow. (2001). Moore, Michael ; Lyons, Richard ; Killeen, William P..
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  33. Do Oil Price Shocks Matter? Evidence For Some Europesan Countries. (2001). Pérez de Gracia, Fernando ; Cuñado, Juncal ; Fernando Pérez de Gracia, ; Juncal Cuñado, .
    In: Working Papers on International Economics and Finance.
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  34. Asymmetric unit root tests in the presence of structural breaks under the null. (2001). Cook, Steven.
    In: Economics Bulletin.
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  35. The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity. (2001). Hansen, Bruce.
    In: Journal of Economic Perspectives.
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  36. Switching regime models in the Spanish inter-bank market. (2000). Beyaert, Arielle.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:2:p:93-112.

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  37. Real exchange rate behaviour: evidence from black markets. (2000). Luintel, Kul.
    In: Journal of Applied Econometrics.
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  38. Strong Rules for Detecting the Number of Breaks in a Time Series. (2000). Corradi, Valentina ; Altissimo, Filippo .
    In: Econometric Society World Congress 2000 Contributed Papers.
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  39. Testing for Structural Breaks in the Evaluation of Programs. (1999). Piehl, Anne ; AnthonyA. Braga, ; Cooper, Suzanne J. ; Kennedy, David M..
    In: NBER Working Papers.
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  40. Is hysteresis important for U.S. unemployment?. (1999). Roberts, John ; Morin, Norman J..
    In: Finance and Economics Discussion Series.
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  41. Wars and Markets: How Bond Values Reflect World War II. (1999). Frey, Bruno ; Kucher, Marcel .
    In: CESifo Working Paper Series.
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  42. Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks. (1998). Papell, David ; Ben-David, Dan ; Lumsdaine, Robin L..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6397.

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  43. The Uncertain Trend in U.S. GDP. (1998). Nelson, Charles ; Murray, Chris.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0074.

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  44. Public Information and the Persistence of Bond Market Volatility. (1996). Lamont, Owen ; Jones, Charles M. ; Lumsdaine, Robin .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5446.

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  45. Further Investigation of the Uncertain Unit Root in GNP. (1996). Cheung, Yin-Wong ; Chinn, Menzie.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0206.

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  46. Are prices countercyclical? Evidence from East Asian countries. (1996). Kim, Yang-Woo.
    In: Review.
    RePEc:fip:fedlrv:y:1996:i:sep:p:69-82.

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  47. Turning Points in the Civil War: Views from the Greenback Market. (1995). Rosen, Harvey ; Guinnane, Timothy ; Willard, Kristen L..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5381.

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  48. The Great Wars, The Great Crash, and the Unit Root Hypothesis: Some New Evidence About an Old Stylized Fact. (1994). Papell, David ; Ben-David, Dan.
    In: NBER Working Papers.
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  49. Asset prices in Chile: facts and fads.. (). Soto, Raimundo ; Morandé, Felipe ; Bergoeing, Raphael ; Morande, Felipe .
    In: ILADES-Georgetown University Working Papers.
    RePEc:ila:ilades:inv115.

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  50. Existe alguna relación entre las tasas de desempleo y la estructura demográfica en España?. (). Begoña Eguía, ; Cruz Echevarría, .
    In: Studies on the Spanish Economy.
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