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dc.contributor.authorStrand, Janne-Birthe Mork
dc.date.accessioned2018-01-11T10:29:31Z
dc.date.available2018-01-11T10:29:31Z
dc.date.issued2017
dc.identifier.urihttp://hdl.handle.net/11250/2476921
dc.descriptionMasteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2017nb_NO
dc.description.abstractThis master thesis examines the relationship between order flow and exchange rate returns for the EUR/NOK, USD/GBP, and USD/ZAR currency pairs. It investigates this relationship on a general level by looking at the explanatory power of order flow using a hybrid model in contrast to a traditional macro model. It continues with investigating how this relationship varies between liquid and less liquid periods, by specifically looking at how it varies throughout the day. The analysis is extended by looking at order flow impact during the world financial crisis and on holidays. The overall results find no distinct pattern in how the liquidity in the market affects order flow´s impact on exchange rates.nb_NO
dc.language.isoengnb_NO
dc.publisherBI Norwegian Business Schoolnb_NO
dc.subjectfinansnb_NO
dc.subjectfinancenb_NO
dc.titleThe intraday relationship between order flow and exchange rates in the foreign exchange marketnb_NO
dc.typeMaster thesisnb_NO


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