Working Paper |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks |
0 |
0 |
0 |
47 |
0 |
1 |
1 |
263 |
'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks |
0 |
0 |
0 |
249 |
0 |
0 |
0 |
466 |
A Transaction Data Study of the Forward Bias Puzzle |
0 |
0 |
0 |
28 |
1 |
2 |
2 |
148 |
A Transaction Data Study of the Forward Bias Puzzle |
0 |
0 |
0 |
55 |
1 |
1 |
1 |
127 |
Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets |
0 |
0 |
0 |
99 |
0 |
0 |
0 |
571 |
Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
57 |
Arbitrage in the Foreign Exchange Market: Turning on the Microscope |
0 |
0 |
0 |
306 |
0 |
0 |
6 |
1,112 |
Arbitrage in the Foreign Exchange Market: Turning on the Microscope |
0 |
0 |
2 |
152 |
1 |
3 |
13 |
580 |
Arbitrage in the foreign exchange market: Turning on the microscope |
0 |
0 |
0 |
467 |
0 |
0 |
0 |
1,767 |
Asymmetric information in the interbank foreign exchange market |
0 |
0 |
0 |
98 |
0 |
0 |
6 |
319 |
Carry Trades, Order Flow and the Forward Bias Puzzle |
0 |
0 |
0 |
3 |
2 |
3 |
3 |
61 |
Covered Interest Parity Arbitrage |
0 |
1 |
1 |
46 |
0 |
2 |
5 |
117 |
Customer trading and information in foreign exchange markets |
0 |
0 |
0 |
282 |
0 |
1 |
1 |
1,024 |
Dealer Behavior and Trading Systems in Foreign Exchange Markets |
0 |
0 |
2 |
322 |
0 |
1 |
4 |
1,191 |
Dealer Behavior and Trading Systems in Foreign Exchange Markets |
1 |
2 |
3 |
361 |
2 |
4 |
8 |
1,157 |
Does Publication of Interest Rate Paths Provide Guidance? |
0 |
0 |
1 |
7 |
1 |
1 |
3 |
20 |
Does the law of one price hold in international financial markets? Evidence from tick data |
0 |
0 |
0 |
98 |
0 |
0 |
0 |
254 |
Exchange Rate Forecasting, Order Flow and Macroeconomic Information |
0 |
1 |
1 |
174 |
0 |
3 |
4 |
520 |
Exchange Rate Volatility and the Mixture of Distribution Hypothesis |
0 |
0 |
0 |
166 |
0 |
0 |
0 |
568 |
Exchange rate forecasting, order flow and macroeconomic information |
0 |
0 |
0 |
298 |
0 |
0 |
1 |
639 |
Exchange rate variability, market activity and heterogeneity |
0 |
0 |
0 |
42 |
0 |
1 |
3 |
154 |
Exchange rate volatility and the mixture of distribution hypothesis |
0 |
0 |
0 |
37 |
1 |
1 |
1 |
153 |
Exchange rate volatility and the mixture of distribution hypothesis |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
29 |
Exchange rates, interest rates and the global carry trade |
0 |
0 |
1 |
63 |
0 |
1 |
3 |
82 |
FX trading... LIVE!: dealer behavior and trading systems in foreign exchange markets |
0 |
0 |
0 |
576 |
0 |
0 |
1 |
1,655 |
Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
101 |
Foreign exchange market structure, players and evolution |
0 |
0 |
3 |
213 |
0 |
0 |
9 |
1,195 |
Liquidity provision in the overnight foreign exchange market |
0 |
0 |
0 |
97 |
0 |
0 |
0 |
567 |
Liquidity provision in the overnight foreign exchange market |
0 |
0 |
0 |
116 |
1 |
2 |
3 |
488 |
Micro Approaches to foreign Exchange Determination |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
117 |
Micro approaches to foreign exchange determination |
0 |
0 |
0 |
173 |
0 |
0 |
3 |
434 |
Microstructure of Foreign Exchange Markets |
0 |
0 |
1 |
80 |
0 |
0 |
3 |
140 |
Microstructure of foreign exchange markets |
0 |
1 |
3 |
17 |
0 |
1 |
4 |
61 |
Order Flow Information and Spot Rate Dynamics |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
165 |
Private or public information in foreign exchange markets?: an empirical analysis |
0 |
0 |
0 |
358 |
0 |
2 |
3 |
945 |
Segmented money markets and covered interest parity arbitrage |
0 |
0 |
3 |
70 |
0 |
3 |
12 |
152 |
Segmented money markets and covered interest parity arbitrage |
0 |
0 |
0 |
33 |
0 |
1 |
2 |
82 |
The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
144 |
The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence |
0 |
0 |
0 |
17 |
0 |
0 |
4 |
87 |
The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward |
0 |
0 |
0 |
254 |
0 |
0 |
11 |
999 |
The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
224 |
The market microstructure approach to foreign exchange - Looking back and looking forward |
0 |
0 |
0 |
77 |
0 |
0 |
7 |
319 |
The offshore renminbi exchange rate: Microstructure and links to the onshore market |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
8 |
The scapegoat theory of exchange rates: the first tests |
0 |
0 |
0 |
34 |
0 |
0 |
3 |
159 |
U.S. Exchange Rates and Currency Flows |
0 |
0 |
0 |
273 |
0 |
0 |
0 |
1,465 |
Volume and Volatility in the FX Market: Does it matter who you are? |
0 |
1 |
1 |
270 |
0 |
1 |
1 |
953 |
Volume and Volatility in the FX-Market: Does it matter who you are? |
0 |
0 |
0 |
184 |
0 |
0 |
0 |
1,214 |
“Large” vs. “small” players: A closer look at the dynamics of speculative attacks |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
307 |
Total Working Papers |
1 |
6 |
22 |
6,534 |
11 |
37 |
139 |
23,360 |