The microstructure approach to exchange rates

• 作者: Lyons, Richard K.
• 出版: Cambridge, Mass. : MIT Press ©2001.
• 稽核項: 1 online resource (xii, 333 pages) :illustrations.
• 標題: BUSINESS & ECONOMICS Foreign Exchange. , ECONOMICS/Finance , Foreign exchange rates , Foreign exchange rates Mathematical models. , Mathematical models. , Electronic books. , Foreign Exchange. , ECONOMICS/Macroeconomics , BUSINESS & ECONOMICS
• ISBN: 026212243X , 9780262122436
• ISBN: 026212243X
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• 附註: Includes bibliographical references (pages 305-323) and index.
• 摘要: "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.
• 電子資源: https://dbs.tnua.edu.tw/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=78137
• 系統號: 005301172
• 資料類型: 電子書
• 讀者標籤: 需登入
• 引用網址: 複製連結
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