Order flows are strong indicator of forex movement: Norges Bank paper


A Norges Bank paper published on January 11 shows that asset order flows, in particular those of the Australian dollar and the New Zealand dollar, are a very strong predictor of exchange rate movements.

Dagfinn Rime and Hans Jørgen Tranvåg, the paper's authors, use data on foreign exchange order flows for 11 Asian and Australasian currencies to examine the effect of foreign exchange order flow on exchange rates across small and large currencies, currencies with floating or fixed regimes, and

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