This study presents indirect evidence of the effectiveness of sterilized interventions in Brazil
based on the complete records of daily customer order flow data reported by Brazilian …

The development of the author's concept of the International Flows Equilibrium Exchange
Rate (IFEER) is the basis for the mathematical exchange rate modeling of two …

1990'lı yıllardan itibaren döviz kuru belirlenmesinde makro yaklasımların basarısız olmasıyla
birlikte özellikle kısa vadeli kur hareketlerinin belirlenmesinde döviz kurlarına mikro yapı …

Este documento investiga la relación que existe entre el tipo de cambio y los flujos de
órdenes en el mercado cambiario, utilizando una base de datos de alta frecuencia inédita …

Purpose The purpose of the paper is to show that order flows determine exchange rate
dynamics because they carry information about nonfundamental factors besides …

Tutkielman tarkoituksena on perehtyä, miten Yhdysvaltojen makrotalousuutiset vaikuttavat
valuuttamarkkinoihin. Tutkimuksen mielenkiinnonkohteena ovat kysymykset, pitävätkö …

Este artículo tiene como objetivo dar evidencia de cómo las posiciones netas de los
especuladores (order flow) transmiten información al tipo de cambio (peso mexicano/dólar) …

Two prominent features have been recognized about the changes of the foreign exchange
rates at the financial crisis that was triggered by the Lehman shock of September 2008. One …

Diese Dissertation besteht aus vier Essays und behandelt unterschiedliche Fragestellungen
aus der Finanzmarktforschung. Ihr liegt dabei die Überzeugung zugrunde, dass eine …