Author Page for Raj S.K. Iyer

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The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign Exchange Market

Number of pages: 42 Posted: 01 Dec 2004

Alain Chaboud, Sergey Chernenko, Edward Howorka, Raj S.K. Iyer, David Liu and Jonathan H. Wright

Board of Governors of the Federal Reserve System, Purdue University - Department of Management, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics

Downloads 648 (48,282)

Citation 30

Abstract:

Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data

FRB International Finance Discussion Paper No. 830

Number of pages: 35 Posted: 25 Apr 2005

David W. Berger, Alain Chaboud, Sergey Chernenko, Edward Howorka, Raj S.K. Iyer, David Liu and Jonathan H. Wright

U.S. Board of Governors of the Federal Reserve System - Division of International Finance, Board of Governors of the Federal Reserve System, Purdue University - Department of Management, EBS Group Limited, EBS Group Limited, EBS and Johns Hopkins University - Department of Economics

Downloads 281 (129,544)

Citation 33

Raj S.K. Iyer

EBS Group Limited

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Scholarly Papers (2)

The High-Frequency Effects of U.S. Macroeconomic Data Releases on Prices and Trading Activity in the Global Interdealer Foreign Exchange Market

Abstract:

Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data

Abstract: