What drives investors' behaviour in different FX market segments? A VAR-based return decomposition analysis
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- Eirini Andriopoulou & Panos Tsakloglou, 2015.
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- Panos TSAKLOGLOU & Eirini ANDRIOPOULOU, 2010. "Once Poor, Always Poor? Do Initial Conditions Matter? Evidence from the ECHP," EcoMod2010 259600164, EcoMod.
- Eirini Andriopoulou & Panagiotis Tsakloglou, 2011. "Once poor, always poor? Do initial conditions matter? Evidence from the ECHP," DEOS Working Papers 1127, Athens University of Economics and Business.
- Andriopoulou, Eirini & Tsakloglou, Panos, 2011. "Once Poor, Always Poor? Do Initial Conditions Matter? Evidence from the ECHP," IZA Discussion Papers 5971, Institute of Labor Economics (IZA).
- Hiebert, Paul & Sydow, Matthias, 2009. "What drives returns to euro area housing? Evidence from a dynamic dividend-discount model," Working Paper Series 1019, European Central Bank.
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More about this item
Keywords
FX return prediction; investor flows; news surprises; panel estimation; stationary VAR.;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- 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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