The Microstructure Approach to Exchange Rates
Richard K. Lyons · 2006
Where to buy
Amazon’s price changes daily, so the most accurate place to see it is there, at the moment you buy.
View on AmazonAbout the book
"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."--BOOK JACKET.
Book details
- Year
- 2006
- Language
- English
- Publisher
- The MIT Press
- Editions
- 7
- Pages
- 345
- ISBN
- 9780262622059
Data source: Wikidata