๐”– Bobbio Scriptorium
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On the sources of private information in FX markets

โœ Scribed by Michael J. Moore; Richard Payne

Book ID
116615755
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
263 KB
Volume
35
Category
Article
ISSN
0378-4266

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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