The microstructure approach to exchange rates / Richard K. Lyons.
2001
HG3823 .L96 2001eb
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Title
The microstructure approach to exchange rates / Richard K. Lyons.
Author
ISBN
9780262278744 (electronic bk.)
026227874X (electronic bk.)
0585445532 (electronic bk.)
9780585445533 (electronic bk.)
026212243X
026227874X (electronic bk.)
0585445532 (electronic bk.)
9780585445533 (electronic bk.)
026212243X
Publication Details
Cambridge, Mass. : MIT Press, ©2001.
Language
English
Description
1 online resource (xii, 333 pages) : illustrations
Call Number
HG3823 .L96 2001eb
Dewey Decimal Classification
332.4/5/015118
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.
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Source of Description
OCLC-licensed vendor bibliographic record.
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