| 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 |
0 |
0 |
47 |
0 |
1 |
3 |
266 |
| 'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks |
0 |
0 |
1 |
250 |
0 |
4 |
5 |
471 |
| A Transaction Data Study of the Forward Bias Puzzle |
0 |
0 |
0 |
28 |
0 |
14 |
17 |
165 |
| A Transaction Data Study of the Forward Bias Puzzle |
0 |
0 |
0 |
55 |
3 |
6 |
10 |
137 |
| Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets |
0 |
0 |
0 |
99 |
1 |
5 |
6 |
577 |
| Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets |
0 |
0 |
0 |
6 |
1 |
7 |
11 |
68 |
| Arbitrage in the Foreign Exchange Market: Turning on the Microscope |
0 |
2 |
4 |
156 |
4 |
13 |
24 |
604 |
| Arbitrage in the Foreign Exchange Market: Turning on the Microscope |
0 |
0 |
0 |
306 |
4 |
16 |
24 |
1,136 |
| Arbitrage in the foreign exchange market: Turning on the microscope |
0 |
0 |
0 |
467 |
1 |
26 |
34 |
1,801 |
| Asymmetric information in the interbank foreign exchange market |
1 |
1 |
1 |
99 |
2 |
4 |
8 |
327 |
| Carry Trades, Order Flow and the Forward Bias Puzzle |
0 |
0 |
0 |
3 |
3 |
5 |
8 |
69 |
| Covered Interest Parity Arbitrage |
0 |
0 |
1 |
47 |
1 |
5 |
16 |
133 |
| Customer trading and information in foreign exchange markets |
0 |
0 |
0 |
282 |
0 |
4 |
5 |
1,029 |
| Dealer Behavior and Trading Systems in Foreign Exchange Markets |
1 |
1 |
2 |
363 |
2 |
5 |
10 |
1,167 |
| Dealer Behavior and Trading Systems in Foreign Exchange Markets |
0 |
0 |
2 |
324 |
0 |
4 |
12 |
1,203 |
| Does Publication of Interest Rate Paths Provide Guidance? |
1 |
1 |
1 |
8 |
1 |
4 |
7 |
27 |
| Does the law of one price hold in international financial markets? Evidence from tick data |
0 |
0 |
0 |
98 |
0 |
4 |
12 |
266 |
| Exchange Rate Forecasting, Order Flow and Macroeconomic Information |
0 |
0 |
1 |
175 |
1 |
9 |
23 |
543 |
| Exchange Rate Volatility and the Mixture of Distribution Hypothesis |
0 |
0 |
0 |
166 |
0 |
5 |
8 |
576 |
| Exchange rate forecasting, order flow and macroeconomic information |
0 |
0 |
1 |
299 |
0 |
3 |
11 |
650 |
| Exchange rate variability, market activity and heterogeneity |
0 |
0 |
0 |
42 |
0 |
3 |
4 |
158 |
| Exchange rate volatility and the mixture of distribution hypothesis |
0 |
0 |
0 |
2 |
0 |
2 |
2 |
31 |
| Exchange rate volatility and the mixture of distribution hypothesis |
0 |
0 |
0 |
37 |
4 |
7 |
7 |
160 |
| Exchange rates, interest rates and the global carry trade |
0 |
0 |
1 |
64 |
2 |
5 |
12 |
94 |
| FX trading... LIVE!: dealer behavior and trading systems in foreign exchange markets |
0 |
0 |
0 |
576 |
0 |
2 |
2 |
1,657 |
| Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark |
0 |
0 |
0 |
29 |
1 |
9 |
12 |
113 |
| Foreign exchange market structure, players and evolution |
0 |
0 |
1 |
214 |
7 |
12 |
21 |
1,216 |
| Liquidity provision in the overnight foreign exchange market |
0 |
0 |
0 |
116 |
2 |
7 |
9 |
497 |
| Liquidity provision in the overnight foreign exchange market |
0 |
0 |
0 |
97 |
1 |
6 |
8 |
575 |
| Micro Approaches to foreign Exchange Determination |
0 |
0 |
0 |
46 |
0 |
2 |
6 |
123 |
| Micro approaches to foreign exchange determination |
0 |
0 |
0 |
173 |
1 |
8 |
13 |
447 |
| Microstructure of Foreign Exchange Markets |
1 |
1 |
3 |
83 |
3 |
7 |
12 |
152 |
| Microstructure of foreign exchange markets |
1 |
1 |
2 |
19 |
3 |
14 |
20 |
81 |
| Order Flow Information and Spot Rate Dynamics |
0 |
0 |
0 |
48 |
0 |
1 |
4 |
169 |
| Private or public information in foreign exchange markets?: an empirical analysis |
0 |
0 |
0 |
358 |
0 |
3 |
4 |
949 |
| Segmented money markets and covered interest parity arbitrage |
1 |
1 |
1 |
34 |
4 |
12 |
15 |
97 |
| Segmented money markets and covered interest parity arbitrage |
1 |
2 |
2 |
72 |
4 |
12 |
30 |
182 |
| The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence |
0 |
0 |
0 |
17 |
1 |
7 |
9 |
96 |
| The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence |
0 |
0 |
0 |
35 |
0 |
9 |
12 |
156 |
| The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward |
1 |
1 |
4 |
258 |
5 |
19 |
31 |
1,030 |
| The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market |
0 |
0 |
0 |
53 |
3 |
10 |
17 |
241 |
| The market microstructure approach to foreign exchange - Looking back and looking forward |
0 |
0 |
1 |
78 |
1 |
10 |
13 |
332 |
| The offshore renminbi exchange rate: Microstructure and links to the onshore market |
0 |
1 |
1 |
1 |
6 |
13 |
13 |
21 |
| The scapegoat theory of exchange rates: the first tests |
0 |
0 |
0 |
34 |
2 |
5 |
11 |
170 |
| U.S. Exchange Rates and Currency Flows |
0 |
0 |
0 |
273 |
2 |
8 |
9 |
1,474 |
| Volume and Volatility in the FX Market: Does it matter who you are? |
0 |
0 |
0 |
270 |
1 |
4 |
6 |
959 |
| Volume and Volatility in the FX-Market: Does it matter who you are? |
0 |
0 |
0 |
184 |
3 |
9 |
10 |
1,224 |
| “Large” vs. “small” players: A closer look at the dynamics of speculative attacks |
0 |
0 |
0 |
73 |
1 |
7 |
10 |
317 |
| Total Working Papers |
8 |
12 |
30 |
6,564 |
81 |
357 |
576 |
23,936 |