| 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 |
5 |
6 |
11 |
275 |
| 'Large' vs. 'Small' Players: A Closer Look at the Dynamics of Speculative Attacks |
1 |
1 |
2 |
251 |
4 |
4 |
9 |
475 |
| A Transaction Data Study of the Forward Bias Puzzle |
0 |
0 |
0 |
28 |
1 |
3 |
21 |
171 |
| A Transaction Data Study of the Forward Bias Puzzle |
0 |
0 |
0 |
55 |
0 |
1 |
17 |
146 |
| Analysis of spreads in the Dollar/Euro and Deutsche Mark/Dollar foreign exchange markets |
0 |
0 |
0 |
99 |
1 |
1 |
6 |
578 |
| Analysis of spreads in the dollar/euro and Deutsche Mark/dollar foreign exchange markets |
0 |
0 |
0 |
6 |
3 |
6 |
20 |
80 |
| Arbitrage in the Foreign Exchange Market: Turning on the Microscope |
0 |
2 |
5 |
159 |
3 |
7 |
32 |
621 |
| Arbitrage in the Foreign Exchange Market: Turning on the Microscope |
0 |
2 |
2 |
308 |
4 |
9 |
38 |
1,155 |
| Arbitrage in the foreign exchange market: Turning on the microscope |
0 |
2 |
2 |
469 |
5 |
7 |
42 |
1,815 |
| Asymmetric information in the interbank foreign exchange market |
1 |
1 |
2 |
100 |
2 |
2 |
14 |
335 |
| Carry Trades, Order Flow and the Forward Bias Puzzle |
0 |
0 |
0 |
3 |
2 |
5 |
19 |
81 |
| Covered Interest Parity Arbitrage |
0 |
0 |
1 |
48 |
2 |
5 |
19 |
144 |
| Customer trading and information in foreign exchange markets |
0 |
0 |
0 |
282 |
1 |
1 |
8 |
1,033 |
| Dealer Behavior and Trading Systems in Foreign Exchange Markets |
0 |
1 |
2 |
364 |
1 |
6 |
22 |
1,181 |
| Dealer Behavior and Trading Systems in Foreign Exchange Markets |
0 |
0 |
0 |
324 |
2 |
4 |
14 |
1,212 |
| Does Publication of Interest Rate Paths Provide Guidance? |
0 |
0 |
1 |
8 |
0 |
3 |
12 |
35 |
| Does the law of one price hold in international financial markets? Evidence from tick data |
0 |
0 |
0 |
98 |
6 |
6 |
20 |
275 |
| Exchange Rate Forecasting, Order Flow and Macroeconomic Information |
0 |
0 |
0 |
175 |
4 |
4 |
25 |
552 |
| Exchange Rate Volatility and the Mixture of Distribution Hypothesis |
0 |
0 |
0 |
166 |
4 |
5 |
17 |
586 |
| Exchange rate forecasting, order flow and macroeconomic information |
0 |
0 |
0 |
299 |
4 |
7 |
17 |
660 |
| Exchange rate variability, market activity and heterogeneity |
0 |
0 |
0 |
42 |
2 |
2 |
6 |
160 |
| Exchange rate volatility and the mixture of distribution hypothesis |
0 |
0 |
0 |
37 |
4 |
4 |
16 |
169 |
| Exchange rate volatility and the mixture of distribution hypothesis |
0 |
0 |
0 |
2 |
1 |
1 |
5 |
34 |
| Exchange rates, interest rates and the global carry trade |
0 |
2 |
3 |
67 |
6 |
10 |
22 |
109 |
| FX trading... LIVE!: dealer behavior and trading systems in foreign exchange markets |
0 |
0 |
0 |
576 |
4 |
5 |
10 |
1,665 |
| Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark |
0 |
0 |
0 |
29 |
2 |
5 |
17 |
121 |
| Foreign exchange market structure, players and evolution |
2 |
3 |
5 |
219 |
7 |
13 |
39 |
1,242 |
| Liquidity provision in the overnight foreign exchange market |
0 |
0 |
0 |
116 |
2 |
3 |
13 |
503 |
| Liquidity provision in the overnight foreign exchange market |
0 |
0 |
0 |
97 |
1 |
4 |
14 |
582 |
| Micro Approaches to foreign Exchange Determination |
0 |
0 |
0 |
46 |
1 |
2 |
5 |
125 |
| Micro approaches to foreign exchange determination |
0 |
0 |
0 |
173 |
1 |
1 |
19 |
454 |
| Microstructure of Foreign Exchange Markets |
0 |
1 |
2 |
84 |
5 |
8 |
20 |
164 |
| Microstructure of foreign exchange markets |
0 |
1 |
2 |
20 |
34 |
35 |
58 |
123 |
| Order Flow Information and Spot Rate Dynamics |
0 |
0 |
0 |
48 |
4 |
4 |
10 |
176 |
| Private or public information in foreign exchange markets?: an empirical analysis |
0 |
0 |
0 |
358 |
1 |
1 |
7 |
953 |
| Segmented money markets and covered interest parity arbitrage |
0 |
0 |
3 |
73 |
2 |
13 |
51 |
213 |
| Segmented money markets and covered interest parity arbitrage |
0 |
0 |
1 |
34 |
2 |
6 |
22 |
105 |
| The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence |
0 |
0 |
0 |
35 |
1 |
1 |
17 |
162 |
| The Flows of the Pacific: Asian foreign exchange markets through tranquility and turbulence |
0 |
0 |
0 |
17 |
1 |
1 |
11 |
100 |
| The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward |
0 |
0 |
3 |
259 |
4 |
34 |
81 |
1,088 |
| The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market |
0 |
0 |
1 |
54 |
3 |
3 |
19 |
247 |
| The market microstructure approach to foreign exchange - Looking back and looking forward |
0 |
0 |
0 |
78 |
4 |
4 |
22 |
344 |
| The offshore renminbi exchange rate: Microstructure and links to the onshore market |
0 |
0 |
1 |
1 |
3 |
3 |
20 |
28 |
| The scapegoat theory of exchange rates: the first tests |
0 |
0 |
0 |
34 |
0 |
0 |
9 |
173 |
| U.S. Exchange Rates and Currency Flows |
0 |
0 |
0 |
273 |
1 |
1 |
15 |
1,481 |
| Volume and Volatility in the FX Market: Does it matter who you are? |
0 |
0 |
0 |
270 |
0 |
0 |
10 |
964 |
| Volume and Volatility in the FX-Market: Does it matter who you are? |
0 |
0 |
0 |
184 |
0 |
0 |
14 |
1,229 |
| “Large” vs. “small” players: A closer look at the dynamics of speculative attacks |
0 |
0 |
0 |
73 |
1 |
2 |
15 |
323 |
| Total Working Papers |
4 |
16 |
38 |
6,588 |
151 |
258 |
950 |
24,447 |