The microstructure of the foreign-exchange market : a selective survey of the literature /
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| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book |
| Language: | English |
| Published: |
Princeton, N.J. :
International Economics Section, Dept. of Economics, Princeton University,
c2001.
|
| Series: | Princeton studies in international economics ;
no. 89. |
| Subjects: | |
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| 001 | 008698052-1 | ||
| 005 | 20020606104010.5 | ||
| 008 | 010330s2001 nju b 000 0 eng | ||
| 010 | |a 2001024516 | ||
| 020 | |a 088165261X | ||
| 035 | 0 | |a ocm46685640 | |
| 040 | |a DLC |c DLC |d DLC | ||
| 042 | |a pcc | ||
| 050 | 0 | 0 | |a HG3851 |b .S27 2001 |
| 082 | 0 | 0 | |a 332.4/5 |2 21 |
| 100 | 1 | |a Sarno, Lucio. | |
| 245 | 1 | 4 | |a The microstructure of the foreign-exchange market : |b a selective survey of the literature / |c Lucio Sarno and Mark P. Taylor. |
| 260 | |a Princeton, N.J. : |b International Economics Section, Dept. of Economics, Princeton University, |c c2001. | ||
| 300 | |a 58 p. ; |c 24 cm. | ||
| 490 | 1 | |a Princeton studies in international economics, |x 0081-8070 ; |v no. 89 | |
| 504 | |a Includes bibliographical references (p. 44-54). | ||
| 505 | 0 | 0 | |t Foreign-exchange market -- |t Exchange-rate expectations -- |t Chartist analysis -- |t Time-varying volatility, market location, and trading volume -- |t Bid-ask spread determination -- |t market makers' behavior. |
| 650 | 0 | |a Foreign exchange market. | |
| 700 | 1 | |a Taylor, Mark P., |d 1958- | |
| 776 | 0 | 8 | |i Online version: |a Sarno, Lucio. |t Microstructure of the foreign-exchange market. |d Princeton, N.J. : International Economics Section, Dept. of Economics, Princeton University, ©2001 |w (OCoLC)647523686 |
| 830 | 0 | |a Princeton studies in international economics ; |v no. 89. |x 0081-8070 | |
| 988 | |a 20020608 | ||
| 906 | |0 DLC | ||