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The Microstructure Approach to Exchange Rates - Paperback

The Microstructure Approach to Exchange Rates - Paperback

9780262622059
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by Richard K. Lyons (Author)

Explaining the puzzling behavior of exchange rates using models from microstructure finance and data from electronic trading.

Author Biography

Richard K. Lyons is Professor of Finance and Economics at the Haas School of Business, the University of California, Berkeley.

Number of Pages: 346
Dimensions: 0.82 x 8.76 x 6.28 IN
Publication Date: January 20, 2006