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The microstructure approach to exchange rates / Richard K. Lyons.
Lippincott Library HG3823 .L96 2001
Available
- Format:
- Book
- Author/Creator:
- Lyons, Richard K.
- Language:
- English
- Subjects (All):
- Foreign exchange rates--Mathematical models.
- Foreign exchange rates.
- Physical Description:
- xii, 333 pages : illustrations ; 24 cm
- Place of Publication:
- Cambridge, Mass. : MIT Press, [2001]
- Summary:
- Explaining the puzzling behavior of exchange rates using models from microstructure finance and data from electronic trading.
- Notes:
- Includes bibliographical references (pages [305]-323) and index.
- ISBN:
- 026212243X
- OCLC:
- 47643897
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