"Order Flows, Delta Hedging and Exchange Rate Dynamics,"
CEPII Working Paper 2003- 18 , December 2003 , CEPII.
Models ; Exchange rate ; Financial markets ; Econometric methods ; Derivatives markets
Bronka Rzepkowski
, 2003.
"Order Flows, Delta Hedging and Exchange Rate Dynamics,"
CEPII Working Paper 2003-
18
, December 2003 , CEPII.
Models ; Exchange rate ; Financial markets ; Econometric methods ; Derivatives markets