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Equity order flow and exchange rate dynamics

✍ Scribed by Sara Ferreira Filipe

Book ID
116641839
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
779 KB
Volume
19
Category
Article
ISSN
0927-5398

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## ABSTRACT The paper examines short‐run exchange rate dynamics in an emerging market based on the recent microstructure framework of foreign exchange markets where the main explanatory variable is the order flow of end‐user customers. The study makes two main contributions to the literature: it mo