The Role and Magnitude of Order Flows in Seoul Foreign Market
In this paper, we test the role of order flows in KRW/USD. We use transaction based high frequency data (electronic broker) happened in 2006. For robustness check, we extend our analysis by combining exchange rates (indicative quotes v.s. transaction rate), frequency (transaction based time v.s. 1 m...
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| Auteur principal: | |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
Korea Institute for International Economic Policy
2010-06-01
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| Collection: | East Asian Economic Review |
| Sujets: | |
| Accès en ligne: | http://dx.doi.org/10.11644/KIEP.JEAI.2010.14.1.214 |
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