Microstructure markets, strategy and exchange rate determination

The main contribution of this empirical research is to demonstrate that agents’ strategies are important in the exchange rate determination. This research shows that strategic objectives are heterogeneous particularly when they are related to the expectations with respect to volatility. Trading stra...

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Bibliographic Details
Main Author: Caldron-Morales, Camilo
Published: Bournemouth University 2016
Subjects:
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.699214