Exchange rate fundamentals and order flow

We address whether transaction flows in foreign exchange markets convey fundamental information. Our GE model includes fundamental information that first manifests at the micro level and is not symmetrically observed by all agents. This produces foreign exchange transactions that play a central role...

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Bibliographic details
Main Author: Evans, Martin D. D
Lyons, Richard K
Format: Book
Language: English
Place of publication: Cambridge, Mass National Bureau of Economic Research 2007
Data of publication: 2007
Series: NBER working paper series
Online Access: available in Bonn?
Database: ECONIS
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