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- catalog abstract ""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.".
- catalog contributor b12368148.
- catalog created "c2001.".
- catalog date "2001".
- catalog date "c2001.".
- catalog dateCopyrighted "c2001.".
- catalog description ""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.".
- catalog description "1. Overview of the Microstructure Approach -- 2. Economics of Order Flow Information -- 3. Institutional Setting -- 4. Theoretical Frameworks -- 5. Empirical Frameworks -- 6. Exchange Rate Models: Macro to Microfoundations -- 7. Macro Puzzles: The Challenge for Microstructure -- 8. Microstructure and Central Bank Intervention -- 9. Customers: Underlying Demand in the Economy -- 10. Looking Forward.".
- catalog description "Includes bibliographical references (p. [305]-323) and index.".
- catalog extent "xii, 333 p. :".
- catalog identifier "026212243X".
- catalog issued "2001".
- catalog issued "c2001.".
- catalog language "eng".
- catalog publisher "Cambridge, Mass. : MIT Press,".
- catalog subject "332.4/5/015118 21".
- catalog subject "Foreign exchange rates Mathematical models.".
- catalog subject "HG3823 .L96 2001".
- catalog tableOfContents "1. Overview of the Microstructure Approach -- 2. Economics of Order Flow Information -- 3. Institutional Setting -- 4. Theoretical Frameworks -- 5. Empirical Frameworks -- 6. Exchange Rate Models: Macro to Microfoundations -- 7. Macro Puzzles: The Challenge for Microstructure -- 8. Microstructure and Central Bank Intervention -- 9. Customers: Underlying Demand in the Economy -- 10. Looking Forward.".
- catalog title "The microstructure approach to exchange rates / Richard K. Lyons.".
- catalog type "text".