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Exchange rates, algorithmic trading, market microstructure, electronic trading, high frequency trading
Covered Interest Parity, Money Market Segmentation, Funding Liquidity Risk Premia, FX Swap Market, US Dollar Funding
Covered Interest Parity; Money Market Segmentation; Funding Liquidity Premia; FX Swap Market; U.S. Dollar Funding
Covered interest parity, money market segmentation, funding liquidity premia, FX swap market, U.S. dollar funding
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Covered Interest Parity, Funding Liquidity Premia, FX Swap Market, U.S. Dollar Funding
exchange rates, arbitrage, covered interest rate parity, foreign exchange microstructure
arbitrage, covered interest rate parity, exchange rates, foreign exchange microstructure
Foreign exchange, microstructure, trading
Exchange rates, risk premium, order flow
F31, F33, G14, G15, G21, G28
foreign exchange market microstructure, order flow, limit-order imbalance, CNH, CNY, central parity rate
Foreign Exchange Market Microstructure, Order Flow, Limit-Order Imbalance, CNH, CNY, Central Parity Rate
Foreign exchange, international macroeconomics, microstructure
Foreign exchange, microstructure
foreign exchange, microstructure, asymmetric information, liquidity premium
Exchange-Rate Dynamics, Microstructure, Order Flows, Liquidity, Electronic trading
scapegoat, exchange rates, economic fundamentals, survey data, order flow
scapegoat, exchange rates, economic fundamentals, survey data
Volume-volatility relation, microstructure, exchange rates
benchmark, foreign exchange markets, 4pm fix, market microstructure, transactions-based fixing
F31, G12, G15, C42, C82
Forward Premium Puzzle, FX Microstructure, Carry Trade, Survey Data
Exchange Rate Dynamics, Microstructure, Order Flow
Speculative attacks, microstructure, international finance, large players
speculative attacks, microstructure, international finance, large players
Foreign exchange microstructure, Unstable fundamentals, Scapegoat theory
Exchange rate volatility, log-linear analysis, mixture of distribution hypothesis
Foreign exchange, microstructure, asymmetric information, liquidity premium
Forward Discount Puzzle, FX Microstructure, Carry Trade, Survey Data
Carry Trade, Forward Discount Puzzle, FX Microstructure, Survey Data
monetary policy, interest rate paths, forward guidance, high-frequency data, forecasts
order flow, microstructure, Asian and Australasian exchange rates
exchange rates, forecasting, macroeconomic news, microstructure, order flow
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Currency crises, foreign exchange trading, large players, microstructure
Foreign Exchange, Trading, Microstructure
International finance, Liquidity