Blar i Norges Banks vitenarkiv på forfatter "Osler, Carol"
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Asymmetric Information in the Interbank Foreign Exchange Market
Bjønnes, Geir Høidal; Osler, Carol; Rime, Dagfinn (Working Papers;25/2008, Working paper, 2008)This paper provides evidence of private information in the interdealer foreign exchange market. In so doing it provides support for the hypothesis that information is an important reason for the strong positive correlation ... -
Foreign Exchange Market Structure, Players and Evolution
King, Michael R.; Osler, Carol; Rime, Dagfinn (Working Papers;10/2011, Working paper, 2011)Electronic trading has transformed foreign exchange markets over the past decade, and the pace of innovation only accelerates. This formerly opaque market is now fairly transparent and transaction costs are only a fraction ... -
The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward
King, Michael R.; Osler, Carol; Rime, Dagfinn (Working Papers;12/2013, Working paper, 2013)Research on foreign exchange market microstructure stresses the importance of order flow, heterogeneity among agents, and private information as crucial determinants of short-run exchange rate dynamics. Microstructure ...