The microstructure of foreign exchange markets:
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| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
Chicago, Ill.
University of Chicago Press
©1996
|
| Series: | Conference report (National Bureau of Economic Research)
|
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | Papers from a conference sponsored by the Bank of Italy, the National Bureau of Economic Research of Cambridge, USA, and the Centre for Economic Policy Research of London, UK, was held at S.A. DI. BA., the Banca d'Italia's conference center in Perugia, Italy, on July 1-2, 1994 Includes bibliographical references and indexes Risk and turnover in the foreign exchange market - Philippe Jorion -- - Bid-ask spreads in foreign exchange markets : implications for models of asymmetric information - David A. Hsieh and Allan W. Kleidon -- - Interdealer trade and information flows in a decentralized foreign exchange market - William Perraudin and Paolo Vitale -- - One day in June 1993 : a study of the working of the Reuters 2000-2 electronic foreign exchange trading system - Charles Goodhart, Takatoshi Ito, and Richard Payne -- - Foreign exchange volume : sound and fury signifying nothing? - Richard K. Lyons -- - Dynamic hedging and the interest rate defense - Peter M. Garber and Michael G. Spencer -- - Heterogeneous behavior in exchange rate crises - Fabio C. Bagliano, Andrea Beltratti, and Guiseppe Bertola -- - Exchange rate economics : what's wrong with the conventional macro approach? - Robert P. Flood and Mark P. Taylor -- - Is there a safe passage to EMU? evidence on capital controls and a proposal - Barry Eichengreen, Andrew K. Rose, and Charles Wyplosz The foreign exchange market is the largest, fastest-growing financial market in the world. Yet conventional macroeconomic approaches do not explain why people trade foreign exchange. At the same time, they fail to explain the short-run determinants of the exchange rate. These nine innovative essays use a microstructure approach to analyze the workings of the foreign exchange market, with special emphasis on institutional aspects and the actual behavior of market participants. They examine the volume of transactions, heterogeneity of traders, the time of day and location of trading, the bid-ask |
| Physical Description: | 1 Online-Ressource (x, 346 pages) |
| ISBN: | 9780226260235 0226260232 0226260003 9780226260006 |
Staff View
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| spelling | The microstructure of foreign exchange markets edited by Jeffrey A. Frankel, Giampaolo Galli, and Alberto Giovannini Chicago, Ill. University of Chicago Press ©1996 1 Online-Ressource (x, 346 pages) txt rdacontent c rdamedia cr rdacarrier Conference report (National Bureau of Economic Research) Papers from a conference sponsored by the Bank of Italy, the National Bureau of Economic Research of Cambridge, USA, and the Centre for Economic Policy Research of London, UK, was held at S.A. DI. BA., the Banca d'Italia's conference center in Perugia, Italy, on July 1-2, 1994 Includes bibliographical references and indexes Risk and turnover in the foreign exchange market - Philippe Jorion -- - Bid-ask spreads in foreign exchange markets : implications for models of asymmetric information - David A. Hsieh and Allan W. Kleidon -- - Interdealer trade and information flows in a decentralized foreign exchange market - William Perraudin and Paolo Vitale -- - One day in June 1993 : a study of the working of the Reuters 2000-2 electronic foreign exchange trading system - Charles Goodhart, Takatoshi Ito, and Richard Payne -- - Foreign exchange volume : sound and fury signifying nothing? - Richard K. Lyons -- - Dynamic hedging and the interest rate defense - Peter M. Garber and Michael G. Spencer -- - Heterogeneous behavior in exchange rate crises - Fabio C. Bagliano, Andrea Beltratti, and Guiseppe Bertola -- - Exchange rate economics : what's wrong with the conventional macro approach? - Robert P. Flood and Mark P. Taylor -- - Is there a safe passage to EMU? evidence on capital controls and a proposal - Barry Eichengreen, Andrew K. Rose, and Charles Wyplosz The foreign exchange market is the largest, fastest-growing financial market in the world. Yet conventional macroeconomic approaches do not explain why people trade foreign exchange. At the same time, they fail to explain the short-run determinants of the exchange rate. These nine innovative essays use a microstructure approach to analyze the workings of the foreign exchange market, with special emphasis on institutional aspects and the actual behavior of market participants. They examine the volume of transactions, heterogeneity of traders, the time of day and location of trading, the bid-ask Foreign exchange Wisselkoersen Wisselmarkt BUSINESS & ECONOMICS / Foreign Exchange bisacsh Foreign exchange fast Wisselmarkt gtt Wisselkoersen gtt Wirtschaft Foreign exchange Congresses Devisenmarkt (DE-588)4139011-8 gnd rswk-swf Internationales Währungssystem (DE-588)4072901-1 gnd rswk-swf (DE-588)1071861417 Konferenzschrift gnd-content Internationales Währungssystem (DE-588)4072901-1 s 1\p DE-604 Devisenmarkt (DE-588)4139011-8 s 2\p DE-604 Frankel, Jeffrey A. Sonstige oth Galli, Giampaolo Sonstige oth Giovannini, Alberto Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=272578 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | The microstructure of foreign exchange markets Foreign exchange Wisselkoersen Wisselmarkt BUSINESS & ECONOMICS / Foreign Exchange bisacsh Foreign exchange fast Wisselmarkt gtt Wisselkoersen gtt Wirtschaft Foreign exchange Congresses Devisenmarkt (DE-588)4139011-8 gnd Internationales Währungssystem (DE-588)4072901-1 gnd |
| subject_GND | (DE-588)4139011-8 (DE-588)4072901-1 (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 edited by Jeffrey A. Frankel, Giampaolo Galli, and Alberto Giovannini |
| title_fullStr | The microstructure of foreign exchange markets edited by Jeffrey A. Frankel, Giampaolo Galli, and Alberto Giovannini |
| title_full_unstemmed | The microstructure of foreign exchange markets edited by Jeffrey A. Frankel, Giampaolo Galli, and Alberto Giovannini |
| title_short | The microstructure of foreign exchange markets |
| title_sort | the microstructure of foreign exchange markets |
| topic | Foreign exchange Wisselkoersen Wisselmarkt BUSINESS & ECONOMICS / Foreign Exchange bisacsh Foreign exchange fast Wisselmarkt gtt Wisselkoersen gtt Wirtschaft Foreign exchange Congresses Devisenmarkt (DE-588)4139011-8 gnd Internationales Währungssystem (DE-588)4072901-1 gnd |
| topic_facet | Foreign exchange Wisselkoersen Wisselmarkt BUSINESS & ECONOMICS / Foreign Exchange Wirtschaft Foreign exchange Congresses Devisenmarkt Internationales Währungssystem Konferenzschrift |
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