The Microstructure Approach to Exchange Rates |
|
Author:
| Lyons, Richard K. |
ISBN: | 978-0-262-62205-9 |
Publication Date: | Jan 2006 |
Publisher: | MIT Press
|
Book Format: | Paperback |
List Price: | USD $50.00 |
Book Description:
|
Explaining the puzzling behavior of exchange rates using models from microstructure finance and data from electronic trading.
Explaining the puzzling behavior of exchange rates using models from microstructure finance and data from electronic trading.