The Microstructure Approach to Exchange Rates
by Richard K. Lyons
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"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.
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The Microstructure Approach to Exchange Rates
March 1, 2006, The MIT Press
Paperback
in English
- New Ed edition
026262205X 9780262622059
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The Microstructure Approach to Exchange Rates
December 1, 2001, The MIT Press
Hardcover
in English
- 1st edition
026212243X 9780262122436
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Book Details
First Sentence
"Ten years ago, a friend of mine who trades spot foreign exchange for a large bank invited me to spend a few days at his side."
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- Created April 30, 2008
- 9 revisions
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| December 5, 2022 | Edited by ImportBot | import existing book |
| September 28, 2021 | Edited by ImportBot | import existing book |
| August 27, 2020 | Edited by ImportBot | import existing book |
| August 12, 2010 | Edited by IdentifierBot | added LibraryThing ID |
| April 30, 2008 | Created by an anonymous user | Imported from amazon.com record |