CEPII, Recherche et Expertise sur l'economie mondiale
Order Flows, Delta Hedging and Exchange Rate Dynamics


Bronka Rzepkowski

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 Abstract :


 Keywords : Models | Exchange rate | Financial markets | Econometric methods | Derivatives markets

 JEL : F31, D40, D82, D84, G13
CEPII Working Paper
N°2003-18, December 2003

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Money & Finance
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