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The microstructure approach to exchange rates /

Lyons, Richard K.

The microstructure approach to exchange rates / - Cambridge: MIT Press, c2001. - xii; 323p

Includes bibliographical references and index

The book shows how exchange -rate behavior previously thought to be particularly puzzling can be explained using the microstructure approach.

ISBN: 026212243X 9780262122436

Subjects--Topical Terms:
Foreign exchange rates - mathematical models
Exchange rates - microstructure

Dewey Class. No.: 332.456 / LYO

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