Do financial market variables show (symmetric) indicator properties relative to exchange rate returns?
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More about this item
Keywords
Asset Prices; capital flows; exchange rates; GMM; leading and lagging indicators; logit estimation; market microstructure;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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