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...

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Bibliographic Details
Main Authors: Anifowose, Abolaji Daniel, Ismail, Izlin, Sukor, Mohd Edil Abd
Format: Article
Published: SAGE Publications 2018
Subjects:
Online Access:http://eprints.um.edu.my/22471/
https://doi.org/10.1177/0972150918772925
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Institution: Universiti Malaya