Przeglądaj według tematu "F31"
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Informed and Uninformed Trading in the EUR/PLN Spot Market
(2011-05-30)This paper examines an intraday activity of bank trading of the EUR/PLN currency pair via the Reuters Dealing 3000 Spot Matching System in 2007. On the grounds of the sequential trade model of Easley, Engle, O’Hara & Wu ... -
Global Value Chains and Equilibrium Exchange Rate: Evidence from Central European Economies
(2024-03)This paper proposes an extension of the fundamental equilibrium exchange rate (FEER) model that accounts for the trade linkages within the Global Value Chains (GVCs). In the modified FEER framework, both backward and forward ...
