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Exchange Rate Forecasting, Order Flow and Macroeconomic Information. (2009). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:7225.

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  1. Testing Exchange Rate Models in a Small Open Economy: an SVR Approach. (2016). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis.
    In: Bulletin of Applied Economics.
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  2. The Impact of Macroeconomic News on the Euro-Dollar Exchange Rate. (2016). Caruso, Alberto.
    In: Working Papers ECARES.
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  3. Bid-Ask Spreads in OTC Markets. (2016). Kathitziotis, Neophytos ; Bjonnes, Geir ; Osler, Carol.
    In: Working Papers.
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  4. Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades. (2016). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: Journal of Finance.
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  5. When the walk is not random: commodity prices and exchange rates. (2016). Schrimpf, Andreas ; Kohlscheen, Emanuel ; Avalos, Fernando.
    In: BIS Working Papers.
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  6. Private information, capital flows, and exchange rates. (2015). Loretan, Mico ; Gyntelberg, Jacob ; Subhanij, Tientip.
    In: Working Papers.
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  7. Hedger Behaviour and Its Impact on Order Flow and Exchange Rate on Foreign Exchange Markets. (2015). Skoupil, Lubomir .
    In: Acta Oeconomica Pragensia.
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  8. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
    In: MPRA Paper.
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  9. Exchange rate forecasts and expected fundamentals. (2014). Menkhoff, Lukas ; MacDonald, Ronald ; Dick, Christian.
    In: Kiel Working Papers.
    RePEc:zbw:ifwkwp:1974.

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  10. Real Exchange Rate Appreciation in Emerging Markets: Can Fiscal Policy Help?. (2014). Badia, Marialuz Moreno ; Segura-Ubiergo, Alex.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2014/001.

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  11. Information flows in foreign exchange markets: dissecting customer currency trades. (2013). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Mankhoff, Lukas .
    In: BIS Working Papers.
    RePEc:bis:biswps:405.

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  12. Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects. (2012). Fricke, Christoph.
    In: Hannover Economic Papers (HEP).
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  13. The Microstructure of Currency Markets. (2012). Wang, Xuhang ; Osler, Carol.
    In: Working Papers.
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  14. Market Microstructure and the Profitability of Currency Trading. (2012). Osler, Carol.
    In: Working Papers.
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  15. Individual exchange rate forecasts and expected fundamentals. (2011). Menkhoff, Lukas ; MacDonald, Ronald ; Dick, Christian.
    In: ZEW Discussion Papers.
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  16. Technical analysis in the foreign exchange market. (2011). Neely, Christopher ; Weller, Paul A..
    In: Working Papers.
    RePEc:fip:fedlwp:2011-001.

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  17. Price discovery in currency markets. (2011). Menkhoff, Lukas ; Mende, Alexander ; Osler, Carol L..
    In: Journal of International Money and Finance.
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  18. Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?. (2010). Phylaktis, Kate ; Chen, Long.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:3:p:228-246.

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  19. An investigation of customer order flow in the foreign exchange market. (2010). cerrato, mario ; Sarantis, Nicholas ; Saunders, Alex .
    In: Working Papers.
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  20. A survey of announcement effects on foreign exchange returns. (2010). Neely, Christopher ; Dey, Rubun S..
    In: Review.
    RePEc:fip:fedlrv:y:2010:i:sep:p:417-464:n:v.92no.5.

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  21. Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts. (2010). MacDonald, Ronald ; Kim, Hyunsok ; cerrato, mario.
    In: SIRE Discussion Papers.
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  22. Price Discovery in Currency Markets. (2010). Osler, Carol ; Menkhoff, Lukas ; Mende, Alexander.
    In: Working Papers.
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  23. Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation. (2009). Wagner, Christian.
    In: MPRA Paper.
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  24. EXPLOITING THE INFORMATION OF STOCK MARKET TO FORECAST EXCHANGE RATE MOVEMENTS. (2009). Kumar, Manish.
    In: Analele Stiintifice ale Universitatii Alexandru Ioan Cuza din Iasi - Stiinte Economice (1954-2015).
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  37. Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP. (2008). Menkhoff, Lukas ; Rebitzky, Rafael R..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:3:p:455-467.

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  38. Panel analysis of the monetary approach to exchange rates: Evidence from ten new EU members and Turkey. (2008). Uz Akdogan, Idil ; Ketenci, Natalya.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:9:y:2008:i:1:p:57-69.

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  39. Exchange Rates and Fundamentals: Footloose or Evolving Relationship?. (2008). Valente, Giorgio ; Sarno, Lucio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6638.

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  40. A High-Low Model of Daily Stock Price Ranges. (2008). Wan, Alan ; Cheung, Yin-Wong ; Alan T. K. Wan, .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2387.

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  41. Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP. (2007). Menkhoff, Lukas ; Rebitzky, Rafael.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-376.

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  42. The Economic Value of Fundamental and Technical Information in Emerging Currency Markets. (2007). van Dijk, Dick ; Swinkels, Laurens ; van Dijk, D. J. C., ; Markwat, T. D. ; Swinkels, L. A. P., ; de Zwart, G. J..
    In: ERIM Report Series Research in Management.
    RePEc:ems:eureri:10891.

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  43. Exchange rate forecasting, order flow and macroeconomic information. (2007). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn.
    In: Working Paper.
    RePEc:bno:worpap:2007_02.

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  44. A New Approach to Forecasting Exchange Rates. (2006). Clements, Kenneth ; Lan, Yihui.
    In: Economics Discussion / Working Papers.
    RePEc:uwa:wpaper:06-29.

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  45. On the short-term predictability of exchange rates: A BVAR time-varying parameters approach. (2006). Sarantis, Nicholas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:8:p:2257-2279.

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  46. Early warning systems for sovereign debt crises: The role of heterogeneity. (2006). Fuertes, Ana-Maria ; Kalotychou, Elena.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2006:i:2:p:1420-1441.

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  47. Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan. (2006). Lee, Kevin ; Garratt, Anthony.
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:0616.

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  48. Decision Making Tool to Hedge Exchange Rate Risk. (2006). Leatham, David ; Fraire, Francisco .
    In: 2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006, Washington, DC.
    RePEc:ags:nc2006:133082.

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  49. Empirical exchange rate models of the nineties: Are any fit to survive?. (2005). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175.

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  50. Elements in the Design of an Early Warning System for Sovereign Default. (2004). Fuertes, Ana-Maria ; Kalotychou, Elena.
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:231.

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