Construct · 1 fields · 1 citations

order flow approach to exchange rates: a standalone construct

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order flow approachto exchange rates1 CONSTRUCTOrder flow approach toEVANS · INTERNATIONAL

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International macroeconomics

the finding that signed currency order flow carries dispersed information and explains much of daily exchange rate movement.

In international macroeconomics, order flow approach to exchange rates refers to the finding that signed currency order flow carries dispersed information and explains much of daily exchange rate movement. This meaning comes from Evans (2002) in Journal of Political Economy.[1]

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Nearby constructs

exchange4 fields · 7 citationsjingle · one word, four constructsflow6 names · 12 citationsjangle · five names, one experience, partlyinformation4 fields · 5 citationsjingle · one word, four constructs

References

  1. Evans, M. D. D., & Lyons, R. K. (2002). Order Flow and Exchange Rate Dynamics. Journal of Political Economy, 110(1), 170-180. https://doi.org/10.1086/324391

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