Order Flow Analysis of Exchange Rates

dc.contributor.author	Rime, Dagfinn
dc.contributor.author	Sojli, Elvira
dc.date.accessioned	2018-07-04T10:21:56Z
dc.date.available	2018-07-04T10:21:56Z
dc.date.issued	2006
dc.identifier.issn	0029-1676
dc.identifier.issn	1503-8831
dc.identifier.uri	http://hdl.handle.net/11250/2504296
dc.description.abstract	Norges Bank recently started to collect new foreign exchange statistics. These statistics provide an overview of which foreign currencies various market participants buy and sell against NOK. Participants’ purchases and sales (order flow) are an important variable in exchange rate analysis using microstructure models. Order flow analysis has proved to be helpful in understanding changes in the exchange rate in the short term and the new statistics are well suited for this type of analysis. This article provides an overview of the theory behind order flow analysis and uses the data collected to date to illustrate some concepts.	nb_NO
dc.language.iso	eng	nb_NO
dc.publisher	Norges Bank	nb_NO
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no	*
dc.title	Order Flow Analysis of Exchange Rates	nb_NO
dc.type	Journal article	nb_NO
dc.subject.nsi	VDP::Samfunnsvitenskap: 200::Økonomi: 210::Samfunnsøkonomi: 212	nb_NO
dc.source.pagenumber	147-152	nb_NO
dc.source.journal	Economic Bulletin	nb_NO
dc.source.issue	3/2006	nb_NO

Med mindre annet er angitt, så er denne innførselen lisensiert som Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal