The microstructure of foreign exchange markets:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Chicago [u.a.]
Univ. of Chicago Press
1996
|
| Schriftenreihe: | A National Bureau of Economic Research Conference report
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | X, 346 S. graph. Darst. |
| ISBN: | 0226260003 |
Internformat
MARC
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| 245 | 1 | 0 | |a The microstructure of foreign exchange markets |c ed. by Jeffrey A. Frankel ... |
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Datensatz im Suchindex
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| adam_text | Contents
Preface ix
, Introduction 1
Jeffrey A. Frankel, Giampaolo Galli, and
Alberto Giovannini
I. Trading Volume, Asymmetric Information, the Bid, and the Ask
1. Risk and Turnover in the Foreign
Exchange Market 19
Philippe Jorion
Comment: Bernard Dumas
2. Bid Ask Spreads in Foreign Exchange
Markets: Implications for Models of
Asymmetric Information 41
David A. Hsieh and Allan W. Kleidon
Comment: Zhaohui Chen
Comment: Antti Suvanto
3. Interdealer Trade and Information Flows in a
Decentralized Foreign Exchange Market 73
William Perraudin and Paolo Vitale
Comment: Silverio Foresi
Comment: Alan Kirman
4. One Day in June 1993: A Study of the Working
of the Reuters 2000 2 Electronic Foreign
Exchange Trading System 107
Charles Goodhart, Takatoshi Ito, and Richard Payne
Comment: Richard K. Lyons
vii
viii Contents
5. Foreign Exchange Volume: Sound and Fury
Signifying Nothing? 183
Richard K. Lyons
Comment: Mark D. Flood
Comment: Antonio Mello
II. Speculation, Exchange Rate Crises, and Macroeconomic
Fundamentals
6. Dynamic Hedging and the Interest Rate Defense 209
Peter M. Garber and Michael G. Spencer
Comment: Richard K. Lyons
7. Heterogeneous Behavior in Exchange
Rate Crises 229
Fabio C. Bagliano, Andrea Beltratti, and
Giuseppe Bertola
Comment: Lorenzo Bini Smaghi
Comment: Richard K. Lyons
8. Exchange Rate Economics: What s Wrong
/ with the Conventional Macro Approach? 261
Robert P. Flood and Mark P. Taylor
Comment: Andrew K. Rose
Comment: Lars E. O. Svensson
9. Is There a Safe Passage to EMU? Evidence on
Capital Controls and a Proposal 303
Barry Eichengreen, Andrew K. Rose, and
Charles Wyplosz
Comment: Jose Vinals
Contributors 233
Author Index 337
Subject Index 34 j
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| genre_facet | Konferenzschrift 1994 Perugia |
| id | DE-604.BV010899750 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:00:48Z |
| institution | BVB |
| isbn | 0226260003 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007289669 |
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| physical | X, 346 S. graph. Darst. |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| publisher | Univ. of Chicago Press |
| record_format | marc |
| series2 | A National Bureau of Economic Research Conference report |
| spelling | The microstructure of foreign exchange markets ed. by Jeffrey A. Frankel ... Chicago [u.a.] Univ. of Chicago Press 1996 X, 346 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier A National Bureau of Economic Research Conference report Wisselkoersen gtt Wisselmarkt gtt Foreign exchange Congresses Internationales Währungssystem (DE-588)4072901-1 gnd rswk-swf Devisenmarkt (DE-588)4139011-8 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1994 Perugia gnd-content Internationales Währungssystem (DE-588)4072901-1 s DE-604 Devisenmarkt (DE-588)4139011-8 s Frankel, Jeffrey A. 1952- Sonstige (DE-588)124551858 oth HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007289669&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | The microstructure of foreign exchange markets Wisselkoersen gtt Wisselmarkt gtt Foreign exchange Congresses Internationales Währungssystem (DE-588)4072901-1 gnd Devisenmarkt (DE-588)4139011-8 gnd |
| subject_GND | (DE-588)4072901-1 (DE-588)4139011-8 (DE-588)1071861417 |
| title | The microstructure of foreign exchange markets |
| title_auth | The microstructure of foreign exchange markets |
| title_exact_search | The microstructure of foreign exchange markets |
| title_full | The microstructure of foreign exchange markets ed. by Jeffrey A. Frankel ... |
| title_fullStr | The microstructure of foreign exchange markets ed. by Jeffrey A. Frankel ... |
| title_full_unstemmed | The microstructure of foreign exchange markets ed. by Jeffrey A. Frankel ... |
| title_short | The microstructure of foreign exchange markets |
| title_sort | the microstructure of foreign exchange markets |
| topic | Wisselkoersen gtt Wisselmarkt gtt Foreign exchange Congresses Internationales Währungssystem (DE-588)4072901-1 gnd Devisenmarkt (DE-588)4139011-8 gnd |
| topic_facet | Wisselkoersen Wisselmarkt Foreign exchange Congresses Internationales Währungssystem Devisenmarkt Konferenzschrift 1994 Perugia |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007289669&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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