Order flow and exchange rate dynamics
By: Martin D.D. Evans, Richard K. Lyons.
Contributors: Lyons, Richard K.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 7317; Working paper series (National Bureau of Economic Research) -- working paper no. 7317.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 43
Subjects: Foreign exchange rates.; Foreign exchange rates -- Econometric models.; Interest rates -- Effect of foreign exchange on -- Econometric models.
Notes: "August 1999."

JEL no. F31, G15.

Includes bibliographical references (p. 40-43)

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