The microstructure approach to exchange rates

The microstructure approach to exchange rates / Richard K. Lyons.

"Historically, the fields of exchange-rate economics and microstructure finance have progressed independently of each other. Recent interaction, however, has given rise to a microstructure approach to exchange rates. This book focuses on the economics of financial information and on how microst...

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Bibliographic Details
Main Author: Lyons, Richard K.
Format: eBook
Language:English
Published: Cambridge, Mass. : MIT Press, ©2001.
Subjects:
Foreign exchange rates > Mathematical models.
BUSINESS & ECONOMICS > Foreign Exchange.
Foreign exchange rates > Mathematical models
Mathematisches Modell
Mikrostrukturtheorie > Kapitalmarkttheorie
Wechselkurs
Wechselkurstheorie
Wisselkoersen.
Wiskundige modellen.
Online Access:Click for online access
Description
Summary:"Historically, the fields of exchange-rate economics and microstructure finance have progressed independently of each other. Recent interaction, however, has given rise to a microstructure approach to exchange rates. This book focuses on the economics of financial information and on how microstructure tools help to clarify the types of information most relevant to exchange rates." "The book shows how exchange-rate behavior previously thought to be particularly puzzling can be explained using the microstructure approach. It contains a combination of theoretical and empirical work."--Jacket
Physical Description:1 online resource (xii, 333 pages) : illustrations
Bibliography:Includes bibliographical references (pages 305-323) and index.
ISBN:9780262278744
026227874X
0585445532
9780585445533
9780262122436
026212243X
DOI:10.7551/mitpress/4602.001.0001
Source of Description, Etc. Note:Print version record.

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