TY  - BOOK
AU  - Lyons, Richard K.
TI  - The microstructure approach to exchange rates
SN  - 026212243X
U1  - 332.456 
PY  - 2001///
CY  - Cambridge
PB  - MIT Press
KW  - Foreign exchange rates - mathematical models
KW  - Exchange rates - microstructure
N1  - Includes bibliographical references and  index
N2  - The book shows how exchange -rate behavior previously thought to be particularly puzzling can be explained using the microstructure approach
ER  -