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

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

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Bibliographic Details
Main Authors: Muhammad, Aftab, Anifowose, Abolaji Daniel, Lau, Evan Poh Hock, Izlin, Ismail
Format: Article
Language:English
Published: Elsevier B.V. 2020
Subjects:
Online Access:http://ir.unimas.my/id/eprint/38223/1/What%20does%20currency%20order%20flow%20tell%20about%20spot%20exchange%20rates.pdf
http://ir.unimas.my/id/eprint/38223/
https://www.sciencedirect.com/science/article/pii/S2214845020300752#:~:text=First%2C%20we%20find%20that%20order%20flow%20affects%20the,flow%20have%20different%20effects%20on%20the%20exchange%20rate
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Institution: Universiti Malaysia Sarawak
Language: English