Coventry CV4 7AL
United Kingdom
University of Warwick - Warwick Business School
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Market order flow, limit order flow, price discovery
FX rates, Currency carry trade, Forward-bias puzzle, FX risk premium
artificial economy, forward foreign exchange, habit persistence
Euro, bid-ask spread, liquidity, vehicle currency, foreign exchange market, microstructure, currency union, Economic and Monetary Union
Aging, health, retirement, savings
Benchmark, euro government bonds, cointegration
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Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation
Adverse Selection, Dealer Intermediation, Market Segmentation, Spread Determination
Commodity Trading Advisors, Alternative Investments, Information and Market Efficiency, Managerial Skill, Performance
Commodity Trading Advisors (CTAs), Foreign Exchange Rate, Carry Trade
Monetary volatility, Uncovered interest parity, Forward bias puzzle, Habit persistence, carry trade
Foreign exchange, vehicle currency, information, microstructure
International macroeconomics, equities, exchange rates, microstructure
aging, health, retirement, savings
Foreign exchange microstructure, Unstable fundamentals, Scapegoat theory
Exchange Rate Puzzles, Forward Foreign Exchange, Habit Persistence
Market Interdependence, Heterogeneous Beliefs, Order Flow, Equity Return Parity
Artificial economy, nominal exchange rates, habit persistence
Noisy Information, Microstructure, Order Flow, Exchange Rates
longevity, retirement decisions, wealth accumulation
Meese-Rogoff, Artificial Economy, Real and Nominal Exchange Rates, Habit Persistence
Expectation Errors, Noisy Information, Microstructure, Order Flow, Exchange Rates
exchange rates, Taylor rule, order flow, microstructure
births, female labor supply, optimization
Carry Trade, Uncovered Interest Parity, Imported Goods, Domestic Goods
exchange rates, monetary model, order flow, microstructure, forecasting performance
Market Microstructure, Common Factors, Order Flow, Liquidity
Exchange rates, Monetary model, Order flow, Microstructure, Forecasting
Vehicle currency, Market transparency, Spread determination, Transaction costs