Sergey V. Chernenko - Central Bank Research Hub

Papers by year: All | 2007 | 2005 | 2004

Title Other author(s)

Trading Activity and Exchange Rates in High-Frequency EBS Data

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0903, 01.10.2007)

JEL: F31, G14

Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0830, 01.05.2005)

JEL: F31, G14

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

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0823, 01.12.2004)

JEL: F31, G14

The Information Content of Forward and Futures Prices: Market Expectations and the Price of Risk

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0808, 01.07.2004)

JEL: C22, E17, G12

Papers by year: All | 2007 | 2005 | 2004