[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Order Flow and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set. (2011). Moore, Michael ; Chinn, Menzie.
In: Journal of Money, Credit and Banking.
RePEc:mcb:jmoncb:v:43:y:2011:i:8:p:1599-1624.

Full description at Econpapers || Download paper

Cited: 53

Citations received by this document

Cites: 0

References cited by this document

Cocites: 0

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden.
    In: LCERPA Working Papers.
    RePEc:wlu:lcerpa:jc0148.

    Full description at Econpapers || Download paper

  2. Exchange rates and fundamentals: Forecasting with long maturity forward rates. (2024). Schepp, Zoltan ; Darvas, Zsolt.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000548.

    Full description at Econpapers || Download paper

  3. Are Global Factors Useful for Forecasting the Exchange Rate?. (2023). Rossi, Marina ; Fontoura, Pedro.
    In: Journal of Applied Finance & Banking.
    RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_14.

    Full description at Econpapers || Download paper

  4. Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128.

    Full description at Econpapers || Download paper

  5. Macroeconomic News and Exchange Rates: Exploring the Role of Order Flow. (2022). Rashid, Abdul ; Jabeen, Munazza.
    In: Global Journal of Emerging Market Economies.
    RePEc:sae:emeeco:v:14:y:2022:i:2:p:222-245.

    Full description at Econpapers || Download paper

  6. An Effective Hybrid Approach for Forecasting Currency Exchange Rates. (2021). Liu, Hsiou-Hsiang ; Lee, Cheng-Feng ; Shen, Mei-Li ; Yang, Cheng-Hong ; Chang, Po-Yin.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:5:p:2761-:d:510193.

    Full description at Econpapers || Download paper

  7. Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach. (2021). Kammoun, Aida ; Karoui, Ali Trabelsi.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2021-03-11.

    Full description at Econpapers || Download paper

  8. Can one hear the size of a target zone?. (2020). Rinaldo, Daniele ; Kumar, Shekhar Hari ; Hongler, Max-Olivier ; Arcand, Jean-Louis ; Jean - Louis Arcand, .
    In: Papers.
    RePEc:arx:papers:2002.00948.

    Full description at Econpapers || Download paper

  9. Does the long-run monetary model hold for Sub-Saharan Africa? A time series and panel-cointegration study. (2019). Ibhagui, Oyakhilome W.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:47:y:2019:i:c:p:279-303.

    Full description at Econpapers || Download paper

  10. Heterogeneous Information Content of Global FX Trading. (2018). Somogyi, Fabricius ; Ranaldo, Angelo.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2018:20.

    Full description at Econpapers || Download paper

  11. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
    In: BIS Papers.
    RePEc:bis:bisbps:95.

    Full description at Econpapers || Download paper

  12. An Auction-Based Test of Private Information in an Interdealer FX Market. (2018). Villamizar-Villegas, mauricio ; Bonaldi, Jean.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1049.

    Full description at Econpapers || Download paper

  13. Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:8259.

    Full description at Econpapers || Download paper

  14. Portfolio flows and the US dollar–yen exchange rate. (2017). Spagnolo, Nicola ; Menla Ali, Faek.
    In: Empirical Economics.
    RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1075-7.

    Full description at Econpapers || Download paper

  15. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1718.

    Full description at Econpapers || Download paper

  16. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2017-76.

    Full description at Econpapers || Download paper

  17. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12460.

    Full description at Econpapers || Download paper

  18. Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: BIS Working Papers.
    RePEc:bis:biswps:676.

    Full description at Econpapers || Download paper

  19. Assessing Euro Crises from a Time Varying International CAPM Approach. (2016). Baillie, Richard T ; Cho, Dooyeon.
    In: Working Paper series.
    RePEc:rim:rimwps:16-03.

    Full description at Econpapers || Download paper

  20. Order Flow and the Bitcoin Spot Rate. (2016). McIntyre, KH ; Harjes, Kristine.
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:3:y:2016:i:3:p:136-147.

    Full description at Econpapers || Download paper

  21. The implications of liquidity expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:264.

    Full description at Econpapers || Download paper

  22. The implications of liquidity expansion in China for the US dollar. (2016). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng .
    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-05.

    Full description at Econpapers || Download paper

  23. Order flow information and spot rate dynamics. (2016). Rime, Dagfinn ; Evans, Martin ; Martin, .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:69:y:2016:i:c:p:45-68.

    Full description at Econpapers || Download paper

  24. Assessing Euro crises from a time varying international CAPM approach. (2016). Cho, Dooyeon ; Baillie, Richard T.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:39:y:2016:i:pb:p:197-208.

    Full description at Econpapers || Download paper

  25. The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises. (2016). MORANA, CLAUDIO.
    In: CeRP Working Papers.
    RePEc:crp:wpaper:155.

    Full description at Econpapers || Download paper

  26. Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades. (2016). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:71:y:2016:i:2:p:601-634.

    Full description at Econpapers || Download paper

  27. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:67470.

    Full description at Econpapers || Download paper

  28. Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:54:y:2015:i:c:p:70-92.

    Full description at Econpapers || Download paper

  29. Exchange rate forecasts and expected fundamentals. (2015). Menkhoff, Lukas ; MacDonald, Ronald ; Dick, Christian.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:53:y:2015:i:c:p:235-256.

    Full description at Econpapers || Download paper

  30. Macroeconomic and market microstructure modelling of Ugandan exchange rate. (2015). Agbola, Frank ; Shamsuddin, Abul ; Katusiime, Lorna.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:45:y:2015:i:c:p:175-186.

    Full description at Econpapers || Download paper

  31. Exchange rate forecasts and expected fundamentals. (2014). Menkhoff, Lukas ; MacDonald, Ronald ; Dick, Christian.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1974.

    Full description at Econpapers || Download paper

  32. Common Factors and the Exchange Rate: Results From the Brazilian Case. (2014). Rossi, Jose Luiz ; de Oliveira, Wilson Rafael .
    In: Revista Brasileira de Economia - RBE.
    RePEc:fgv:epgrbe:v:68:y:2014:i:1:a:7381.

    Full description at Econpapers || Download paper

  33. The offshore renminbi exchange rate: Microstructure and links to the onshore market. (2014). Rime, Dagfinn ; Cheung, Yin-Wong.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:49:y:2014:i:pa:p:170-189.

    Full description at Econpapers || Download paper

  34. Exchange Rates and Interest Parity. (2014). Engel, Charles.
    In: Handbook of International Economics.
    RePEc:eee:intchp:4-453.

    Full description at Econpapers || Download paper

  35. Money demand instability and real exchange rate persistence in the monetary model of USD–JPY exchange rate. (2014). Menla Ali, Faek ; Hunter, John.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:40:y:2014:i:c:p:42-51.

    Full description at Econpapers || Download paper

  36. The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market. (2014). Rime, Dagfinn ; Cheung, Yin-Wong.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4850.

    Full description at Econpapers || Download paper

  37. The offshore renminbi exchange rate: Microstructure and links to the onshore market. (2014). Rime, D ; Cheung, YW.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt9nj1q298.

    Full description at Econpapers || Download paper

  38. Higher order beliefs and the dynamics of exchange rates. (2014). Raggi, Davide ; Pignataro, Giuseppe ; Pancotto, Francesca.
    In: Working Papers.
    RePEc:bol:bodewp:wp957.

    Full description at Econpapers || Download paper

  39. The offshore renminbi exchange rate: Microstructure and links to the onshore market. (2014). Rime, Dagfinn ; Cheung, Yin-Wong.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2014_017.

    Full description at Econpapers || Download paper

  40. COMMON FACTORS AND THE EXCHANGE RATE: RESULTS FROM THE BRAZILIAN CASE. (2014). Rossi, Jose ; FELiCI, WILSON .
    In: Anais do XLI Encontro Nacional de Economia [Proceedings of the 41st Brazilian Economics Meeting].
    RePEc:anp:en2013:125.

    Full description at Econpapers || Download paper

  41. .

    Full description at Econpapers || Download paper

  42. Exchange Rates and Interest Parity. (2013). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19336.

    Full description at Econpapers || Download paper

  43. Liquidity and Exchange Rates. (2013). Rossi, Jose ; Rossi, Jose Luiz Junior, .
    In: Insper Working Papers.
    RePEc:ibm:ibmecp:wpe_325.

    Full description at Econpapers || Download paper

  44. Common factors and the exchange rate: results from the Brazilian case. (2013). Rossi, Jose ; Felicio, Wilson Rafael de Oliveira, ; Rossi, Jose Luiz Junior, .
    In: Insper Working Papers.
    RePEc:ibm:ibmecp:wpe_318.

    Full description at Econpapers || Download paper

  45. The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate. (2013). Villamizar-Villegas, mauricio ; Téllez, Santiago ; Melo-Velandia, Luis ; Echavarría, Juan ; Echavarria, Juan Jose ; Luis Fernando Melo Velandia, .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:010767.

    Full description at Econpapers || Download paper

  46. The impact of pre-announced day-to-day interventions on the Colombian exchange rate. (2013). Villamizar-Villegas, mauricio ; Téllez, Santiago ; Melo-Velandia, Luis ; Echavarría, Juan ; Echavarria, Juan Jose ; Tellez, Santiago .
    In: BIS Working Papers.
    RePEc:bis:biswps:428.

    Full description at Econpapers || Download paper

  47. Information flows in foreign exchange markets: dissecting customer currency trades. (2013). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Mankhoff, Lukas .
    In: BIS Working Papers.
    RePEc:bis:biswps:405.

    Full description at Econpapers || Download paper

  48. The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate. (2013). Villamizar-Villegas, mauricio ; Téllez, Santiago ; Melo-Velandia, Luis ; Echavarría, Juan ; Echavarria, Juan Jose ; Villamizarvillegas, Mauricio ; Luis Fernando Melo Velandia, .
    In: Borradores de Economia.
    RePEc:bdr:borrec:767.

    Full description at Econpapers || Download paper

  49. Exchange Rate Predictability. (2013). Rossi, Barbara.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:51:y:2013:i:4:p:1063-1119.

    Full description at Econpapers || Download paper

  50. The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence. (2012). Tranvåg, Hans Jørgen ; Rime, Dagfinn ; Tranvg, Hans Jorgen .
    In: Working Paper Series.
    RePEc:nst:samfok:12412.

    Full description at Econpapers || Download paper

  51. The Usefulness of factor models in forecasting the exchange rate: results from the Brazilian case. (2012). Rossi, Jose ; Felicio, Wilson Rafael de Oliveira, ; Rossi, Jose Luiz J., .
    In: Insper Working Papers.
    RePEc:ibm:ibmecp:wpe_273.

    Full description at Econpapers || Download paper

  52. The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; Osler, Carol ; King, Michael.
    In: Working Papers.
    RePEc:brd:wpaper:54.

    Full description at Econpapers || Download paper

  53. The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence. (2012). Tranvåg, Hans Jørgen ; Rime, Dagfinn ; Tranvg, Hans Jorgen .
    In: Working Paper.
    RePEc:bno:worpap:2012_01.

    Full description at Econpapers || Download paper

References

References cited by this document

    This document has not been processed yet.

    You may help us by submiting the list of references

Cocites

Documents in RePEc which have cited the same bibliography

          This document has not co-citation data yet.

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-14 01:09:49 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.