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

• المؤلفون الرئيسيون: Muhammad, Aftab, Anifowose, Abolaji Daniel, Lau, Evan Poh Hock, Izlin, Ismail
• التنسيق: مقال
• اللغة: English
• منشور في: Elsevier B.V. 2020
• الموضوعات: HF Commerce
• الوصول للمادة أونلاين: 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

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...