Currency Order Flow and Exchange Rate Determination: Empirical Evidence from the Malaysian Foreign Exchange Market

Currency Order Flow and Exchange Rate Determination: Empirical Evidence from the Malaysian Foreign Exchange Market

This article presents empirical test results of Malaysian foreign exchange market microstructure assessment of exchange rate dynamics. We apply vector autoregressive (VAR) model to estimate the influential role of currency order flow in the determination of the currency exchange rate for the Malaysi...

Full description

Saved in:
Bibliographic Details
Main Authors: Anifowose, Abolaji Daniel, Ismail, Izlin, Sukor, Mohd Edil Abd
Format: Article
Published: SAGE Publications 2018
Subjects:
HG Finance
Foreign exchange. International finance.
Online Access:http://eprints.um.edu.my/22471/
https://doi.org/10.1177/0972150918772925
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Universiti Malaya

Internet

http://eprints.um.edu.my/22471/
https://doi.org/10.1177/0972150918772925

Similar Items