An empirical study of liquidity and information effects of order flow on exchange rates
By: by Francis Breedon and Paolo Vitale
Contributors: Vitale, Paolo; European Central Bank
Series: Working paper series / European Central Bank -- working paper no. 424; Working paper series (European Central Bank) -- working paper no. 424
Publisher: European Central Bank
Published: 2004
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "December 2004"