scholarly journals Exchange rate determination and dynamics in China: A market microstructure analysis

2013 ◽  
Vol 29 ◽  
pp. 303-316 ◽  
Author(s):  
Zhichao Zhang ◽  
Frankie Chau ◽  
Wenting Zhang
Keyword(s):  
Exchange Rate ◽  
Market Microstructure ◽  
Microstructure Analysis ◽  
Exchange Rate Determination

scholarly journals Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability

2012 ◽  
Vol 12 (6) ◽  
pp. 893-905 ◽  
Author(s):  
Yuko Hashimoto ◽  
Takatoshi Ito ◽  
Takaaki Ohnishi ◽  
Misako Takayasu ◽  
Hideki Takayasu ◽  
...  
Keyword(s):  
Exchange Rate ◽  
Random Walk ◽  
Conditional Probability ◽  
Foreign Exchange ◽  
Market Microstructure ◽  
Foreign Exchange Rate ◽  
Microstructure Analysis ◽  
Exchange Rate Movements
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