| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks |
0 |
1 |
1 |
250 |
1 |
2 |
2 |
468 |
| 'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks |
0 |
0 |
0 |
47 |
0 |
1 |
3 |
265 |
| A Transaction Data Study of the Forward Bias Puzzle |
0 |
0 |
0 |
28 |
1 |
3 |
6 |
152 |
| A Transaction Data Study of the Forward Bias Puzzle |
0 |
0 |
0 |
55 |
1 |
5 |
6 |
132 |
| Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets |
0 |
0 |
0 |
99 |
2 |
2 |
3 |
574 |
| Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets |
0 |
0 |
0 |
6 |
2 |
5 |
6 |
63 |
| Arbitrage in the Foreign Exchange Market: Turning on the Microscope |
0 |
0 |
0 |
306 |
5 |
12 |
13 |
1,125 |
| Arbitrage in the Foreign Exchange Market: Turning on the Microscope |
2 |
3 |
4 |
156 |
4 |
9 |
18 |
595 |
| Arbitrage in the foreign exchange market: Turning on the microscope |
0 |
0 |
0 |
467 |
15 |
20 |
23 |
1,790 |
| Asymmetric information in the interbank foreign exchange market |
0 |
0 |
0 |
98 |
0 |
3 |
4 |
323 |
| Carry Trades, Order Flow and the Forward Bias Puzzle |
0 |
0 |
0 |
3 |
2 |
4 |
7 |
66 |
| Covered Interest Parity Arbitrage |
0 |
0 |
1 |
47 |
0 |
5 |
12 |
128 |
| Customer trading and information in foreign exchange markets |
0 |
0 |
0 |
282 |
3 |
3 |
5 |
1,028 |
| Dealer Behavior and Trading Systems in Foreign Exchange Markets |
0 |
0 |
2 |
324 |
0 |
3 |
9 |
1,199 |
| Dealer Behavior and Trading Systems in Foreign Exchange Markets |
0 |
0 |
2 |
362 |
1 |
4 |
9 |
1,163 |
| Does Publication of Interest Rate Paths Provide Guidance? |
0 |
0 |
0 |
7 |
1 |
2 |
5 |
24 |
| Does the law of one price hold in international financial markets? Evidence from tick data |
0 |
0 |
0 |
98 |
1 |
8 |
9 |
263 |
| Exchange Rate Forecasting, Order Flow and Macroeconomic Information |
0 |
1 |
2 |
175 |
2 |
12 |
18 |
536 |
| Exchange Rate Volatility and the Mixture of Distribution Hypothesis |
0 |
0 |
0 |
166 |
0 |
2 |
3 |
571 |
| Exchange rate forecasting, order flow and macroeconomic information |
0 |
0 |
1 |
299 |
1 |
6 |
9 |
648 |
| Exchange rate variability, market activity and heterogeneity |
0 |
0 |
0 |
42 |
1 |
2 |
3 |
156 |
| Exchange rate volatility and the mixture of distribution hypothesis |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
30 |
| Exchange rate volatility and the mixture of distribution hypothesis |
0 |
0 |
0 |
37 |
1 |
1 |
2 |
154 |
| Exchange rates, interest rates and the global carry trade |
0 |
1 |
1 |
64 |
2 |
7 |
10 |
91 |
| FX trading... LIVE!: dealer behavior and trading systems in foreign exchange markets |
0 |
0 |
0 |
576 |
1 |
1 |
1 |
1,656 |
| Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark |
0 |
0 |
0 |
29 |
2 |
2 |
5 |
106 |
| Foreign exchange market structure, players and evolution |
0 |
0 |
1 |
214 |
3 |
5 |
12 |
1,207 |
| Liquidity provision in the overnight foreign exchange market |
0 |
0 |
0 |
97 |
1 |
3 |
3 |
570 |
| Liquidity provision in the overnight foreign exchange market |
0 |
0 |
0 |
116 |
2 |
3 |
6 |
492 |
| Micro Approaches to foreign Exchange Determination |
0 |
0 |
0 |
46 |
1 |
3 |
5 |
122 |
| Micro approaches to foreign exchange determination |
0 |
0 |
0 |
173 |
2 |
6 |
7 |
441 |
| Microstructure of Foreign Exchange Markets |
0 |
0 |
2 |
82 |
1 |
3 |
6 |
146 |
| Microstructure of foreign exchange markets |
0 |
1 |
1 |
18 |
3 |
8 |
9 |
70 |
| Order Flow Information and Spot Rate Dynamics |
0 |
0 |
0 |
48 |
0 |
3 |
3 |
168 |
| Private or public information in foreign exchange markets?: an empirical analysis |
0 |
0 |
0 |
358 |
1 |
2 |
4 |
947 |
| Segmented money markets and covered interest parity arbitrage |
0 |
0 |
0 |
33 |
3 |
5 |
6 |
88 |
| Segmented money markets and covered interest parity arbitrage |
0 |
0 |
0 |
70 |
3 |
13 |
23 |
173 |
| The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence |
0 |
0 |
0 |
35 |
6 |
8 |
9 |
153 |
| The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence |
0 |
0 |
0 |
17 |
2 |
4 |
4 |
91 |
| The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward |
0 |
1 |
3 |
257 |
6 |
12 |
18 |
1,017 |
| The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market |
0 |
0 |
0 |
53 |
1 |
5 |
8 |
232 |
| The market microstructure approach to foreign exchange - Looking back and looking forward |
0 |
0 |
1 |
78 |
4 |
5 |
7 |
326 |
| The offshore renminbi exchange rate: Microstructure and links to the onshore market |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
9 |
| The scapegoat theory of exchange rates: the first tests |
0 |
0 |
0 |
34 |
1 |
3 |
7 |
166 |
| U.S. Exchange Rates and Currency Flows |
0 |
0 |
0 |
273 |
1 |
1 |
2 |
1,467 |
| Volume and Volatility in the FX Market: Does it matter who you are? |
0 |
0 |
0 |
270 |
2 |
3 |
4 |
957 |
| Volume and Volatility in the FX-Market: Does it matter who you are? |
0 |
0 |
0 |
184 |
1 |
1 |
2 |
1,216 |
| “Large” vs. “small” players: A closer look at the dynamics of speculative attacks |
0 |
0 |
0 |
73 |
2 |
5 |
5 |
312 |
| Total Working Papers |
2 |
8 |
22 |
6,554 |
97 |
227 |
345 |
23,676 |