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Identifying speculators in the FX market: A microstructure approach

โœ Scribed by Schreiber, Ben Z.

Book ID
121528851
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
605 KB
Volume
73
Category
Article
ISSN
0148-6195

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We formulate a market microstructure model of exchange determination we employ to investigate the impact of foreign exchange (FX) intervention on exchange rates and on FX market conditions. With our formulation we show: (i) how FX intervention influences exchange rates via both a portfolio-balance a