Exchange Rate Fundamentals and Order Flow

By Martin D. D. Evans, Richard K. Lyons. 2012

153 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/67d46e46757ad56ee903eaf2800a2c43aa7dbe97

Citations in the corpus

• The Scapegoat Theory of Exchange Rates: The First Tests (2014, unknown): “Evans (2010) and334 Evans and Lyons (2013) study how order flow reflects and aggregates information at the micro level335 (e.g. from firms and households), hence capturing information on macroeconomic fundamentals not yet336 observable in real time.”