What does currency order flow tell about spot exchange rates of Asian emerging markets?

• Main Authors: Muhammad, Aftab, Anifowose, Abolaji Daniel, Evan, Lau, Izlin, Ismail
• Format: Article
• Language: English
• Published: Science Direct 2020
• Subjects: HB Economic Theory
• Online Access: http://ir.unimas.my/id/eprint/33378/1/What%20does%20currency%20order%20flow%20tell%20about%20spot%20exchange%20rates%20of%20Asian%20emerging%20markets.pdf; http://ir.unimas.my/id/eprint/33378/; https://www.sciencedirect.com/journal/borsa-istanbul-review/about/aims-and-scope
• Institution: Universiti Malaysia Sarawak

This study investigates the role of currency order flow in explaining the emerging Asian markets' exchange rates relying on linear and nonlinear modeling. The daily currency order flow of the US dollar relative to the nine important Asian currencies is constituted and explored with the respecti...