The Microstructure of Foreign Exchange Markets

Jeffrey Frankel, Giampaolo Galli and Alberto Giovannini

in NBER Books from National Bureau of Economic Research, Inc

JEL-codes: F3 G1 G2 (search for similar items in EconPapers)
Date: 1996
Note: IFM
References: Add references at CitEc
Citations: View citations in EconPapers (162)

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Chapters in this book:

Introduction to "The Microstructure of Foreign Exchange Markets" , pp 1-18

Jeffrey Frankel, Giampaolo Galli and Alberto Giovannini

Risk and Turnover in the Foreign Exchange Market , pp 19-40

Philippe Jorion

Bid-Ask Spreads in Foreign Exchange Markets: Implications for Models of Asymmetric Information , pp 41-72

David A. Hsieh and Allan W. Kleidon

Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market , pp 73-106

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 , pp 107-182

Charles Goodhart, Takatoshi Ito and Richard Payne

Foreign Exchange Volume: Sound and Fury Signifying Nothing? , pp 183-208

Richard Lyons

Dynamic Hedging and the Interest Rate Defense , pp 209-228

Peter Garber and Michael G. Spencer

Heterogeneous Behavior in Exchange Rate Crises , pp 229-260

Fabio Bagliano, Andrea Beltratti and Giuseppe Bertola

Exchange Rate Economics: What's Wrong with the Conventional Macro Approach? , pp 261-302

Robert Flood and Mark Taylor

Is There a Safe Passage to EMU? Evidence on Capital Controls and a Proposal , pp 303-332

Barry Eichengreen, Andrew Rose and Charles Wyplosz

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