The Microstructure of Foreign Exchange Markets
Cloth $97.00
ISBN: 9780226260006
Published June 1996
Preface Introduction Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini. 1: Risk and Turnover in the Foreign Exchange Market Philippe Jorion Comment: Bernard Dumas 2: Bid-Ask Spreads in Foreign Exchange Markets: Implications for Models of Asymmetric Information David A. Hsieh, Allan W. Kleidon. Comment: Zhaohui Chen Comment: Antti Suvanto 3: Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market William Perraudin, Paolo Vitale. Comment: Silverio Foresi Comment: Alan Kirman 4: One Day in June 1993: A Study of the Working of the Reuters 2000-2 Electronic Foreign Exchange Trading System Charles Goodhart, Takatoshi Ito, Richard Payne. Comment: Richard K. Lyons 5: Foreign Exchange Volume: Sound and Fury Signifying Nothing? Richard K. Lyons Comment: Mark D. Flood Comment: Antonio Mello 6: Dynamic Hedging and the Interest Rate Defense Peter M. Garber, Michael G. Spencer. Comment: Richard K. Lyons 7: Heterogenous Behavior in Exchange Rate Crises Fabio C. Bagliano, Andrea Beltratti, Guiseppe Bertola. Comment: Lorenzo Bini-Smaghi Comment: Richard K. Lyons 8: Exchange Rate Economics: What's Wrong with the Conventional Macro Approach? Robert P. Flood, Mark P. Taylor. Comment: Andrew K. Rose Comment: Lars E. O. Svensson 9: Is There a Safe Passage to EMU? Evidence on Capital Controls and a Proposal Barry Eichengreen, Andrew K. Rose, Charles Wyplosz. Comment: Jose Vinals Contributors Author Index Subject Index
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