Macroeconomic news, order flows and exchange rates

By R. Love, Richard Payne. 2003

194 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/039f5369ab1c9dbdfd2a52c04e93df4a89019349

Citations in the corpus

• ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS (2010, unknown): “Our modified model is based on an enriched version of the VAR in Love and Payne (2008).”