The Microstructure Approach to Exchange Rates

by Richard K. Lyons

Book Overview

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 how microstructure tools help to clarify the types of information most relevant to exchange rates. The microstructure approach views exchange rates from the perspective of...

• Format: Paperback
• Language: English
• ISBN: 026262205X
• ISBN13: 9780262622059
• Release Date: January 2006
• Publisher: MIT Press
• Length: 346 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.8" x 6.3" x 8.8"
• Age Range: 18 years and up
• Grade Range: Postsecondary and higher