The Microstructure Approach to Exchange Rates

The Microstructure Approach to Exchange Rates

Paperback (17 Feb 2006)

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Publisher's Synopsis

Historically, the fields of exchange-rate economics and microstructure finance have progressed independently of each other. This text explains the puzzling behaviour of exchange rates using models from microstructure finance and data from electronic trading.

Book information

ISBN: 9780262622059
Publisher: The MIT Press
Imprint: The MIT Press
Pub date:
DEWEY: 332.45015118
DEWEY edition: 22
Language: English
Number of pages: 316
Weight: 474g
Height: 230mm
Width: 161mm
Spine width: 18mm