Order Flows, Delta Hedging and Exchange Rate Dynamics
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- Anindya Banerjee & Paolo Zanghieri, 2003. "A New Look at the Feldstein-Horioka Puzzle using an Integrated Panel," Working Papers 2003-22, CEPII research center.
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More about this item
Keywords
Models; Exchange rate; Financial markets; Econometric methods; Derivatives markets;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- D40 - Microeconomics - - Market Structure, Pricing, and Design - - - General
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2004-01-25 (Finance)
- NEP-IFN-2004-01-25 (International Finance)
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