Journal of Stock & Forex Trading

Journal of Stock & Forex Trading
Open Access

ISSN: 2168-9458

Research Article - (2015) Volume 4, Issue 1

Using Dynamic Principal Components to Estimate an Alternative Measure of Exchange Market Pressure

Scott W Hegerty* and Hardik A Marfatia
Department of Economics, Northeastern Illinois University, Chicago, IL 60625, USA
*Corresponding Author: Scott W Hegerty, Department of Economics, Northeastern Illinois University, Chicago, IL 60625, USA, Tel: +773 583-4050 Email:

Abstract