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Economics, Finance, Business and Management (1)

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Richard K. Lyons

The Microstructure Approach to Exchange Rates

(Paperback)

By: Richard K. Lyons

ISBN: 9780262622059 Copied!
Readership/Audience: Professional and Scholarly
Publication Date: Jan 2006
Publisher: MIT Press Ltd
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Explaining the puzzling behavior of exchange rates using models from microstructure finance and data from electronic trading.

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