The microstructure of foreign exchange markets /:
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...
Gespeichert in:
| Weitere Verfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chicago, Ill. :
University of Chicago Press,
©1996.
|
| Schriftenreihe: | Conference report (National Bureau of Economic Research)
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | 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. |
| Beschreibung: | 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. |
| Beschreibung: | 1 online resource (x, 346 pages) : illustrations |
| Bibliographie: | Includes bibliographical references and indexes. |
| ISBN: | 9780226260235 0226260232 |
Internformat
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| 504 | |a Includes bibliographical references and indexes. | ||
| 505 | 0 | 0 | |t Risk and turnover in the foreign exchange market / |r Philippe Jorion -- |t Bid-ask spreads in foreign exchange markets : implications for models of asymmetric information / |r David A. Hsieh and Allan W. Kleidon -- |t Interdealer trade and information flows in a decentralized foreign exchange market / |r William Perraudin and Paolo Vitale -- |t One day in June 1993 : a study of the working of the Reuters 2000-2 electronic foreign exchange trading system / |r Charles Goodhart, Takatoshi Ito, and Richard Payne -- |t Foreign exchange volume : sound and fury signifying nothing? / |r Richard K. Lyons -- |t Dynamic hedging and the interest rate defense / |r Peter M. Garber and Michael G. Spencer -- |t Heterogeneous behavior in exchange rate crises / |r Fabio C. Bagliano, Andrea Beltratti, and Guiseppe Bertola -- |t Exchange rate economics : what's wrong with the conventional macro approach? / |r Robert P. Flood and Mark P. Taylor -- |t Is there a safe passage to EMU? evidence on capital controls and a proposal / |r Barry Eichengreen, Andrew K. Rose, and Charles Wyplosz. |
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
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| 700 | 1 | |a Frankel, Jeffrey A. |0 http://id.loc.gov/authorities/names/n84123714 | |
| 700 | 1 | |a Galli, Giampaolo. |0 http://id.loc.gov/authorities/names/n86837618 | |
| 700 | 1 | |a Giovannini, Alberto. |0 http://id.loc.gov/authorities/names/n88142347 | |
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| 776 | 0 | 8 | |i Print version: |t Microstructure of foreign exchange markets. |d Chicago, Ill. : University of Chicago Press, ©1996 |z 0226260003 |z 9780226260006 |w (DLC) 95043757 |w (OCoLC)33208516 |
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| author2 | Frankel, Jeffrey A. Galli, Giampaolo Giovannini, Alberto |
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| author_additional | Philippe Jorion -- David A. Hsieh and Allan W. Kleidon -- William Perraudin and Paolo Vitale -- Charles Goodhart, Takatoshi Ito, and Richard Payne -- Richard K. Lyons -- Peter M. Garber and Michael G. Spencer -- Fabio C. Bagliano, Andrea Beltratti, and Guiseppe Bertola -- Robert P. Flood and Mark P. Taylor -- Barry Eichengreen, Andrew K. Rose, and Charles Wyplosz. |
| author_facet | Frankel, Jeffrey A. Galli, Giampaolo Giovannini, Alberto |
| author_sort | Frankel, Jeffrey A. |
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| callnumber-raw | HG205 .M53 1996eb |
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| callnumber-subject | HG - Finance |
| collection | ZDB-4-EBU |
| contents | Risk and turnover in the foreign exchange market / Bid-ask spreads in foreign exchange markets : implications for models of asymmetric information / Interdealer trade and information flows in a decentralized foreign exchange market / One day in June 1993 : a study of the working of the Reuters 2000-2 electronic foreign exchange trading system / Foreign exchange volume : sound and fury signifying nothing? / Dynamic hedging and the interest rate defense / Heterogeneous behavior in exchange rate crises / Exchange rate economics : what's wrong with the conventional macro approach? / Is there a safe passage to EMU? evidence on capital controls and a proposal / |
| ctrlnum | (OCoLC)435675995 |
| dewey-full | 332.4/5 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.4/5 |
| dewey-search | 332.4/5 |
| dewey-sort | 3332.4 15 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| genre | Electronic book. Congress https://id.nlm.nih.gov/mesh/D016423 proceedings (reports) aat Conference papers and proceedings fast Conference papers and proceedings. lcgft http://id.loc.gov/authorities/genreForms/gf2014026068 Actes de congrès. rvmgf |
| genre_facet | Electronic book. Congress proceedings (reports) Conference papers and proceedings Conference papers and proceedings. Actes de congrès. |
| id | ZDB-4-EBU-ocn435675995 |
| illustrated | Illustrated |
| indexdate | 2024-11-26T14:48:59Z |
| institution | BVB |
| isbn | 9780226260235 0226260232 |
| language | English |
| oclc_num | 435675995 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (x, 346 pages) : illustrations |
| psigel | ZDB-4-EBU |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| publisher | University of Chicago Press, |
| record_format | marc |
| series | Conference report (National Bureau of Economic Research) |
| series2 | A National Bureau of Economic Research conference report |
| 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 resource (x, 346 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 text file rdaft http://rdaregistry.info/termList/fileType/1002 A National Bureau of Economic Research conference report 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. Print version record. Foreign exchange Congresses. Change Congrès. BUSINESS & ECONOMICS Foreign Exchange. bisacsh Foreign exchange fast Wisselmarkt. gtt Wisselkoersen. gtt Electronic book. Congress https://id.nlm.nih.gov/mesh/D016423 proceedings (reports) aat Conference papers and proceedings fast Conference papers and proceedings. lcgft http://id.loc.gov/authorities/genreForms/gf2014026068 Actes de congrès. rvmgf Frankel, Jeffrey A. http://id.loc.gov/authorities/names/n84123714 Galli, Giampaolo. http://id.loc.gov/authorities/names/n86837618 Giovannini, Alberto. http://id.loc.gov/authorities/names/n88142347 has work: The microstructure of foreign exchange markets (Text) https://id.oclc.org/worldcat/entity/E39PCGbcJRpc9xjR6RpwFcjkCP https://id.oclc.org/worldcat/ontology/hasWork Print version: Microstructure of foreign exchange markets. Chicago, Ill. : University of Chicago Press, ©1996 0226260003 9780226260006 (DLC) 95043757 (OCoLC)33208516 Conference report (National Bureau of Economic Research) http://id.loc.gov/authorities/names/n42000780 FWS01 ZDB-4-EBU FWS_PDA_EBU https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=272578 Volltext |
| spellingShingle | The microstructure of foreign exchange markets / Conference report (National Bureau of Economic Research) Risk and turnover in the foreign exchange market / Bid-ask spreads in foreign exchange markets : implications for models of asymmetric information / Interdealer trade and information flows in a decentralized foreign exchange market / One day in June 1993 : a study of the working of the Reuters 2000-2 electronic foreign exchange trading system / Foreign exchange volume : sound and fury signifying nothing? / Dynamic hedging and the interest rate defense / Heterogeneous behavior in exchange rate crises / Exchange rate economics : what's wrong with the conventional macro approach? / Is there a safe passage to EMU? evidence on capital controls and a proposal / Foreign exchange Congresses. Change Congrès. BUSINESS & ECONOMICS Foreign Exchange. bisacsh Foreign exchange fast Wisselmarkt. gtt Wisselkoersen. gtt |
| subject_GND | https://id.nlm.nih.gov/mesh/D016423 http://id.loc.gov/authorities/genreForms/gf2014026068 |
| title | The microstructure of foreign exchange markets / |
| title_alt | Risk and turnover in the foreign exchange market / Bid-ask spreads in foreign exchange markets : implications for models of asymmetric information / Interdealer trade and information flows in a decentralized foreign exchange market / One day in June 1993 : a study of the working of the Reuters 2000-2 electronic foreign exchange trading system / Foreign exchange volume : sound and fury signifying nothing? / Dynamic hedging and the interest rate defense / Heterogeneous behavior in exchange rate crises / Exchange rate economics : what's wrong with the conventional macro approach? / Is there a safe passage to EMU? evidence on capital controls and a proposal / |
| 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 | microstructure of foreign exchange markets |
| topic | Foreign exchange Congresses. Change Congrès. BUSINESS & ECONOMICS Foreign Exchange. bisacsh Foreign exchange fast Wisselmarkt. gtt Wisselkoersen. gtt |
| topic_facet | Foreign exchange Congresses. Change Congrès. BUSINESS & ECONOMICS Foreign Exchange. Foreign exchange Wisselmarkt. Wisselkoersen. Electronic book. Congress proceedings (reports) Conference papers and proceedings Conference papers and proceedings. Actes de congrès. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=272578 |
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