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Dissecting Customer Currency Trades ∗

By Lukas Menkhoff, Lucio Sarno, Maik Schmeling, Andreas Schrimpf, Lukas Menkhoff, Lucio Sarno, Maik Schmeling, Andreas Schrimpf, Søren Hvidkjær, Gur Huberman, Alex Kostakis, Jeremy Large, Albert Menkveld, Roel Oomen, Richard Payne, Alberto Plazzi, Lasse Pedersen, Tarun Ramadorai, Jesper Rangvid and Paul Söderlind

Abstract

Department of the Bank for International Settlements, and from time to time by other economists, and are published by the Bank. The papers are on subjects of topical interest and are technical in character. The views expressed in them are those of their authors and not necessarily the views of the BIS. This publication is available on the BIS website (www.bis.org)

Topics: Order Flow, Foreign Exchange Risk Premia, Heterogeneous Information, Carry Trades, Hedge
Year: 2013
OAI identifier: oai:CiteSeerX.psu:10.1.1.363.5611
Provided by: CiteSeerX
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