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Gençay, Ramazan Erdemlioglu, Deniz Lento, Camillo Yang, Jing Neely, Christopher J. Caric, Marko Brkić, Ivana Ignjatijević, Svetlana Đakovi´c, Vladimir Tsiakas, Ilias Bajatovic, Dusan Olsen, Richard Selçuk, Faruk Adcock, Robert Dobardžić, Eldin Djaković, Vladimir Andjelić, Goran Kukolj, Dragan Lento, C. Wright, Christopher S. All co-authors exchange market trading order rate devisenmarkt marktmikrostruktur foreign technical analysis economic frequency wechselkurs non flow markets financial meltdown growth flows cad data movements returns covid based triangular usd microstructure estimation finanzanalyse wertpapierhandel schätzung volatility index new european dynamic evidence wavelet ultra customers rules dollar set volatilität prognoseverfahren finanzkrise informationsökonomik linear parametric impact currency multiscale size indicators information electronic domain approach crash canada vix profits results paper large driven zeitreihenanalyse entropy forecasting bitcoin random arbitrage risk realized informativeness trade criteria classification informed traders interaction who private causality dynamics economies range rates content bollinger bands episodes article explores pandemic gold spot rule estimated january periods reveal strategy profitable transaction costs effects causalities time period caused recovery likely factors countries robust levels effect negative liquidity strong correlations − opportunities investigates relationship
Composed market microstructure foreign exchange market foreign exchange exchange rate market meltdown neural networks foreign exchange markets noise trading cad usd financial analysis neuronale netze financial crisis securities trading profitability technical wavelet based ultra frequency trading profitability exchange markets exchange market data set price movements forecasting model economics of information asymmetrische information asymmetric information covid market non linear non parametric analysis foreign exchange order technical trading frequency domain trading rules canada dollar frequency data financial markets financial customers rate returns time series analysis informed trading technical analysis analysis covid linear non price volatility impact economic economic growth dynamic panel new wavelet based ultra frequency analysis analysis triangular triangular currency currency arbitrage multiscale analysis flows technical informativeness trade size foreign systemic risk informed traders dynamic interaction interaction order flows cad usd exchange electronic foreign random walk rate forecasting bollinger bands covid pandemic pandemic market meltdown index trading rule results reveal transaction costs time period set strong arbitrage opportunities feedback trading non financial flow exchange efficient market hypothesis deep learning markov kette nichtparametrisches verfahren nonparametric statistics new orders fuzzy sets us dollar gas price index price test non gold spot oil wti wti vix
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Nikola Gradojevic Dr. Alternative spellings: N. Gradojevic
Affiliations IÉSEG School of Management College of Management and Economics. Department of Economics and Finance (Guelph) Université catholique de Lille Rimini Center for Economic Analysis Univerzitet u Novom Sadu. Fakultet Tehničkih Nauka Lakehead University
Q83452682
Publishing years Series Working paper (1) Working paper / Bank of Canada (1) 
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