Michael Moore

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

38

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5,181

SSRN CITATIONS
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Top 5,329

in Total Papers Citations

46

CROSSREF CITATIONS

179

Scholarly Papers (38)

Market Order Flows, Limit Order Flows and Returns: Theory and Evidence

WBS Finance Group Research Paper No. 218
Number of pages: 51 Posted: 02 Mar 2014 Last Revised: 26 Dec 2019
Roman Kozhan, Michael Moore and Richard Payne
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and City University London - Sir John Cass Business School
Downloads 256 (130,316)
Citation 3

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Market order flow, limit order flow, price discovery

Market Order Flows, Limit Order Flows and Returns: Theory and Evidence

Number of pages: 51 Posted: 27 Nov 2015 Last Revised: 01 Apr 2018
Roman Kozhan, Michael Moore and Richard Payne
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and City University London - Sir John Cass Business School
Downloads 108 (275,525)
Citation 3

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Market order flow, limit order flow, price discovery

Less of a Puzzle: A New Look at the Forward Forex Market

WBS Finance Group Research Paper No. 19
Number of pages: 35 Posted: 29 Apr 2002
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting
Downloads 361 (89,498)
Citation 6

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artificial economy, forward foreign exchange, habit persistence

Less of a Puzzle: A New Look at the Forward Forex Market

Forthcoming in Journal of International Economics, WBS Finance Group Research Paper No. 20
Posted: 02 May 2002
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting

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artificial economy, forward foreign exchange, habit persistence

3.

The Euro as an International Currency: Explaining Puzzling First Evidence

WBS Finance Group Research Paper No. 6
Number of pages: 34 Posted: 05 Jun 2001
Harald Hau, William P. Killeen and Michael Moore
University of Geneva - Geneva Finance Research Institute (GFRI), Setanta Asset Management and University of Warwick - Warwick Business School
Downloads 340 (96,519)
Citation 3

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Euro, bid-ask spread, liquidity, vehicle currency, foreign exchange market, microstructure, currency union, Economic and Monetary Union

4.

The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity

Number of pages: 60 Posted: 04 Jun 2016
Ali Shehadeh, Youwei Li and Michael Moore
University of Jordan, Hull University Business School and University of Warwick - Warwick Business School
Downloads 331 (99,411)
Citation 1

Abstract:

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FX rates, Currency carry trade, Forward-bias puzzle, FX risk premium

5.

Health, Longevity, and Optimal Retirement

National Bureau of Economic Research (NBER)Working Paper Forthcoming, WBS Finance Group Research Paper No. 34
Number of pages: 32 Posted: 28 Sep 2004
David E. Bloom, David Canning and Michael Moore
Harvard University - T.H. Chan School of Public Health, Harvard University - T.H. Chan School of Public Health and University of Warwick - Warwick Business School
Downloads 304 (109,178)
Citation 5

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Aging, health, retirement, savings

Defining Benchmark Status: An Application Using Euro-Area Bonds

WBS Finance Group Research Paper No. 22
Number of pages: 51 Posted: 11 Jun 2002
Michael Moore, Peter G. Dunne and Richard Portes
University of Warwick - Warwick Business School, Central Bank of Ireland and London Business School - Department of Economics
Downloads 194 (170,656)

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Benchmark, euro government bonds, cointegration

Defining Benchmark Status: An Application Using Euro-Area Bonds

NBER Working Paper No. w9087
Number of pages: 51 Posted: 02 Aug 2002 Last Revised: 17 Sep 2002
Peter G. Dunne, Michael Moore and Richard Portes
Central Bank of Ireland, University of Warwick - Warwick Business School and London Business School - Department of Economics
Downloads 35 (494,703)

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Defining Benchmark Status: An Application Using Euro-Area Bonds

Number of pages: 53 Posted: 02 Jun 2003
Peter G. Dunne, Michael Moore and Richard Portes
Central Bank of Ireland, University of Warwick - Warwick Business School and London Business School - Department of Economics
Downloads 22 (572,376)
Citation 1
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Benchmark, euro government bonds, cointegration

A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market

INSEAD Working Paper No. 2010/64/FIN, WBS Finance Group Research Paper No. 145
Number of pages: 53 Posted: 30 Aug 2010
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Warwick - Warwick Business School
Downloads 131 (238,645)
Citation 3

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Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation

A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market

WBS Finance Group Research Paper No. 117
Number of pages: 54 Posted: 14 Mar 2009
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Warwick - Warwick Business School
Downloads 79 (337,876)
Citation 7

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Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation

A Tale of Two Platforms: Dealer Intermediation in the European Sovereign Bond Market

CEPR Discussion Paper No. DP6969
Number of pages: 48 Posted: 02 Dec 2008
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Warwick - Warwick Business School
Downloads 4 (707,412)
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Adverse Selection, Dealer Intermediation, Market Segmentation, Spread Determination

8.

Downsized FX Markets: Causes and Implications

BIS Quarterly Review December 2016
Number of pages: 17 Posted: 22 Dec 2016
Michael Moore, Andreas Schrimpf and Vladyslav Sushko
University of Warwick - Warwick Business School, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 204 (163,026)
Citation 6

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9.

A Theory of Retirement

NBER Working Paper No. w13630
Number of pages: 41 Posted: 29 Nov 2007
David E. Bloom, David Canning and Michael Moore
Harvard University - T.H. Chan School of Public Health, Harvard University - T.H. Chan School of Public Health and University of Warwick - Warwick Business School
Downloads 198 (167,624)

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10.

US Dollar Carry Trades in the Era of 'Cheap Money'

Number of pages: 34 Posted: 18 Apr 2016
Ali Shehadeh, Péter Erdős, Youwei Li and Michael Moore
University of Jordan, RPM Risk & Portfolio Management AB, Stockholm, Sweden, Hull University Business School and University of Warwick - Warwick Business School
Downloads 187 (176,598)
Citation 1

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Commodity Trading Advisors (CTAs), Foreign Exchange Rate, Carry Trade

11.

On the Sources of Private Information in FX Markets

Journal of Banking and Finance, Vol. 35, 2011, WBS Finance Group Research Paper No. 163
Number of pages: 49 Posted: 10 Jun 2011
Michael Moore and Richard Payne
University of Warwick - Warwick Business School and City University London - Sir John Cass Business School
Downloads 172 (190,122)
Citation 3

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12.
Downloads 170 (192,039)
Citation 10

An Information Approach to International Currencies

WBS Finance Group Research Paper No. 44
Number of pages: 30 Posted: 30 Mar 2005
Richard K. Lyons and Michael Moore
University of California, Berkeley and University of Warwick - Warwick Business School
Downloads 125 (247,359)

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Foreign exchange, vehicle currency, information, microstructure

An Information Approach to International Currencies

NBER Working Paper No. w11220
Number of pages: 31 Posted: 28 Apr 2005 Last Revised: 30 Aug 2010
Richard K. Lyons and Michael Moore
University of California, Berkeley and University of Warwick - Warwick Business School
Downloads 45 (449,168)

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13.
Downloads 166 (195,982)
Citation 5

Dealer Intermediation between Markets

Swiss Finance Institute Research Paper No. 12-29, WBS Finance Group Research Paper No. 192
Number of pages: 46 Posted: 04 Sep 2012
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Warwick - Warwick Business School
Downloads 109 (273,699)
Citation 6

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Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation

Dealer Intermediation between Markets

WBS Finance Group Research Paper No. 155
Number of pages: 45 Posted: 20 Mar 2011
Michael Moore, Harald Hau and Peter G. Dunne
University of Warwick - Warwick Business School, University of Geneva - Geneva Finance Research Institute (GFRI) and Central Bank of Ireland
Downloads 57 (403,575)

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Dealer Intermediation, Spread Determination, Adverse Selection, Market Segmentation

14.

When Does Uncovered Interest Parity Hold?

WBS Finance Group Research Paper No. 159
Number of pages: 34 Posted: 10 Jun 2011
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting
Downloads 165 (196,987)
Citation 3

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Monetary volatility, Uncovered interest parity, Forward bias puzzle, Habit persistence, carry trade

Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns

WBS Finance Group Research Paper No. 35
Number of pages: 27 Posted: 06 Dec 2004
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Warwick - Warwick Business School
Downloads 140 (226,207)
Citation 5

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International macroeconomics, equities, exchange rates, microstructure

Macroeconomic Order Flows: Explaining Equity and Exchange Rate Returns

Number of pages: 30 Posted: 04 Apr 2005
Peter G. Dunne, Harald Hau and Michael Moore
Central Bank of Ireland, University of Geneva - Geneva Finance Research Institute (GFRI) and University of Warwick - Warwick Business School
Downloads 25 (552,048)
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International macroeconomics, equities, exchange rates, microstructure

16.

Herding the Scapegoats: Foreign Exchange Order Flow and the Time-Varying Effect of Fundamentals

Number of pages: 45 Posted: 29 May 2014 Last Revised: 04 Jun 2014
Anna Lindahl, Michael Moore, Dagfinn Rime and Ali Shehadeh
Stockholm School of Economics - Department of Finance, University of Warwick - Warwick Business School, BI Norwegian Business School and University of Jordan
Downloads 158 (204,346)
Citation 3

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Foreign exchange microstructure, Unstable fundamentals, Scapegoat theory

17.

Optimal Retirement and Saving with Increasing Longevity

WBS Finance Group Research Paper No. 164
Number of pages: 29 Posted: 10 Jun 2011
Michael Moore, David E. Bloom and David Canning
University of Warwick - Warwick Business School, Harvard University - T.H. Chan School of Public Health and Harvard University - T.H. Chan School of Public Health
Downloads 156 (206,544)

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aging, health, retirement, savings

18.

Performance, Persistence, and Pay: A New Perspective on CTAs

WBS Finance Group Research Paper No. 238
Number of pages: 44 Posted: 23 May 2017
Copenhagen Business School - Department of Finance, RPM Risk & Portfolio Management AB, University of Warwick - Warwick Business School and Lancaster University - Department of Accounting and Finance
Downloads 131 (237,831)
Citation 1

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Commodity Trading Advisors, Alternative Investments, Information and Market Efficiency, Managerial Skill, Performance

19.

Solving Exchange Rate Puzzles Without Sticky Prices Nor Trade Costs

WBS Finance Group Research Paper No. 63
Number of pages: 47 Posted: 25 May 2006
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting
Downloads 131 (237,831)
Citation 3

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Exchange Rate Puzzles, Forward Foreign Exchange, Habit Persistence

20.

International Order Flows: Explaining Equity and Exchange Rate Returns

WBS Finance Group Research Paper No. 55
Number of pages: 34 Posted: 13 Mar 2006
Michael Moore, Peter G. Dunne and Harald Hau
University of Warwick - Warwick Business School, Central Bank of Ireland and University of Geneva - Geneva Finance Research Institute (GFRI)
Downloads 122 (251,047)
Citation 1

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Market Interdependence, Heterogeneous Beliefs, Order Flow, Equity Return Parity

21.

A Neo-Classical Explanation of Nominal Exchange Rate Volatility

WBS Finance Group Research Paper No. 33
Number of pages: 32 Posted: 24 Sep 2004
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting
Downloads 114 (263,702)

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Artificial economy, nominal exchange rates, habit persistence

22.

Noisy Information and Expectation Formation in the Foreign Exchange Market

Number of pages: 34 Posted: 09 Dec 2015 Last Revised: 21 Dec 2016
University of São Paulo, University of Warwick - Warwick Business School and Ghent University - Department of Financial Economics
Downloads 109 (272,247)

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Noisy Information, Microstructure, Order Flow, Exchange Rates

23.

Volatile and Persistent Real Exchange Rates Without the Contrivance of Sticky Prices

WBS Finance Group Research Paper No. 21
Number of pages: 29 Posted: 03 May 2002
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting
Downloads 91 (306,787)
Citation 1

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Meese-Rogoff, Artificial Economy, Real and Nominal Exchange Rates, Habit Persistence

24.

Expectation Errors in the Foreign Exchange Market

Number of pages: 37 Posted: 22 Dec 2016
University of São Paulo, University of Warwick - Warwick Business School and Ghent University - Department of Financial Economics
Downloads 75 (344,777)

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Expectation Errors, Noisy Information, Microstructure, Order Flow, Exchange Rates

25.

Carry Trade E Risco Cambial: Um Conto De Dois Fatores? (Carry Trade and Exchange Rate Risk: A Tale of Two Factors?)

Number of pages: 19 Posted: 02 Nov 2014
Alex Luiz Ferreira and Michael Moore
University of São Paulo and University of Warwick - Warwick Business School
Downloads 74 (347,388)

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Carry Trade, Uncovered Interest Parity, Imported Goods, Domestic Goods

26.

The Economics of Fertility Timing: An Euler Equation Approach

Number of pages: 30 Posted: 02 Aug 2014
David Canning, Declan French and Michael Moore
Harvard University - T.H. Chan School of Public Health, Queen's University Management School and University of Warwick - Warwick Business School
Downloads 73 (349,993)

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births, female labor supply, optimization

27.

Dealer Information and Macro Fundamentals - New Evidence from Hybrid Exchange Rate Models

WBS Finance Group Research Paper No. 263
Number of pages: 49 Posted: 31 Jan 2019
Ingomar Krohn and Michael Moore
Copenhagen Business School - Department of Finance and University of Warwick - Warwick Business School
Downloads 66 (369,560)
Citation 1

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exchange rates, Taylor rule, order flow, microstructure

The Effect of Subjective Survival Probabilities on Retirement and Wealth in the United States

NBER Working Paper No. w12688
Number of pages: 45 Posted: 20 Nov 2006 Last Revised: 03 Sep 2010
Harvard University - T.H. Chan School of Public Health, Harvard University - T.H. Chan School of Public Health, University of Warwick - Warwick Business School and Union College - Department of Economics
Downloads 39 (475,613)

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The Effect of Subjective Survival Probabilities on Retirement and Wealth in the United States

WDA-HSG Discussion Paper No. 2007-1, WBS Finance Group Research Paper No. 166
Number of pages: 45 Posted: 12 Jul 2011
Harvard University - T.H. Chan School of Public Health, Harvard University - T.H. Chan School of Public Health, University of Warwick - Warwick Business School and Union College - Department of Economics
Downloads 25 (552,048)
Citation 3

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longevity, retirement decisions, wealth accumulation

29.

Private Information and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set

La Follette School Working Paper Series No. 2009-008, WBS Finance Group Research Paper No. 126
Number of pages: 32 Posted: 25 Jun 2009
Menzie David Chinn and Michael Moore
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and University of Warwick - Warwick Business School
Downloads 58 (394,316)

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exchange rates, monetary model, order flow, microstructure, forecasting performance

30.

The Effect of Improvements in Health and Longevity on Optimal Retirement and Saving

NBER Working Paper No. w10919
Number of pages: 36 Posted: 09 Dec 2004
David E. Bloom, David Canning and Michael Moore
Harvard University - T.H. Chan School of Public Health, Harvard University - T.H. Chan School of Public Health and University of Warwick - Warwick Business School
Downloads 54 (407,847)

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31.

Solving Exchange Rate Puzzles with Neither Sticky Prices Nor Trade Costs

Journal of International Money and Finance, Vol. 29, No. 6, 2010, WBS Finance Group Research Paper No. 162
Number of pages: 47 Posted: 10 Jun 2011
Michael Moore and Maurice J. Roche
University of Warwick - Warwick Business School and National University of Ireland, Maynooth (NUI Maynooth) - Department of Economics, Finance and Accounting
Downloads 48 (429,314)

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Exchange Rate Puzzles, Forward Foreign Exchange, Habit Persistence

32.

Fixed Versus Flexible: Lessons from EMS Order Flow

NBER Working Paper No. w8491
Number of pages: 40 Posted: 28 Sep 2001 Last Revised: 24 Oct 2010
Setanta Asset Management, University of California, Berkeley and University of Warwick - Warwick Business School
Downloads 30 (507,918)
Citation 2

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33.

How Has the Euro Changed the Foreign Exchange Market?

Number of pages: 43 Posted: 22 Nov 2002
Harald Hau, William P. Killeen and Michael Moore
University of Geneva - Geneva Finance Research Institute (GFRI), Setanta Asset Management and University of Warwick - Warwick Business School
Downloads 20 (567,005)
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34.

Private Information and a Macro Model of Exchange Rates: Evidence from a Novel Data Set

NBER Working Paper No. w14175
Number of pages: 32 Posted: 21 Jul 2008 Last Revised: 26 Sep 2010
Menzie David Chinn and Michael Moore
University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics and University of Warwick - Warwick Business School
Downloads 14 (606,267)

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35.

Optimal Retirement with Increasing Longevity

The Scandinavian Journal of Economics, Vol. 116, Issue 3, pp. 838-858, 2014
Number of pages: 21 Posted: 13 Jun 2014
David E. Bloom, David Canning and Michael Moore
Harvard University - T.H. Chan School of Public Health, Harvard University - T.H. Chan School of Public Health and University of Warwick - Warwick Business School
Downloads 1 (708,099)
Citation 2
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Aging, health, retirement

36.

Commonality in Returns, Order Flows, and Liquidity in the Greek Stock Market

European Journal of Finance, Vol. 17, pp. 577-587, 2011, WBS Finance Group Research Paper No. 161
Posted: 10 Jun 2011 Last Revised: 26 Dec 2019
University of Warwick - Warwick Business School, University College Dublin (UCD) - Michael Smurfit Graduate School of Business and Central Bank of Ireland

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Market Microstructure, Common Factors, Order Flow, Liquidity

37.

Order Flow and the Monetary Model of Exchange Rates: Evidence from a Novel Data Set

Journal of Money, Credit, and Banking, Forthcoming, WBS Finance Group Research Paper No. 160
Posted: 10 Jun 2011
Michael Moore and Menzie David Chinn
University of Warwick - Warwick Business School and University of Wisconsin, Madison - Robert M. La Follette School of Public Affairs and Department of Economics

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Exchange rates, Monetary model, Order flow, Microstructure, Forecasting

38.

The Euro as an International Currency: Explaining Puzzling First Evidence from the Foreign Exchange Markets

Journal of International Money and Finance, Vol. 21, No. 3, pp. 351-384, May 2002, WBS Finance Group Research Paper No. 23
Posted: 20 Jun 2002
Michael Moore
University of Warwick - Warwick Business School

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Vehicle currency, Market transparency, Spread determination, Transaction costs