Private information stock markets and exchange rates

2009.

Cited by: 14|Bibtex|Views0|
Keywords:
market microstructure approachexchange rate modelsasymmetric informationbond marketsimpulse response functionMore(4+)

Abstract:

Abstract Explaining exchange rates has long been an important but vexing issue in international economics and,nance. In recent years, a number of studies have shown that investors’ private information plays a central role in determining exchange rates. We demonstrate in this paper that the private information of investors relevant for exc...More

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