The Microstructure of Foreign Exchange Markets
Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini, editors
Conference held July 1-2, 1994
Published in January 1996 by University of Chicago Press
© 1996 by the National Bureau of Economic Research
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356 pages
ISBN: 0-226-26000-3
Table of Contents
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Front matter, table of contents, preface:
Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini
(p. -11 - 0)
(bibliographic info)
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Introduction:
Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini
(p. 1 - 18)
(bibliographic info)
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1.
Risk and Turnover in the Foreign Exchange Market:
Philippe Jorion
(p. 19 - 40)
(bibliographic info)
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2.
Bid-Ask Spreads in Foreign Exchange Markets: Implications for Models of Asymmetric Information:
David A. Hsieh, Allan W. Kleidon
(p. 41 - 72)
(bibliographic info)
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3.
Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market:
William Perraudin, Paolo Vitale
(p. 73 - 106)
(bibliographic info)
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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
(p. 107 - 182)
(bibliographic info)
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5.
Foreign Exchange Volume: Sound and Fury Signifying Nothing?:
Richard K. Lyons
(p. 183 - 208)
(bibliographic info)
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6.
Dynamic Hedging and the Interest Rate Defense:
Peter M. Garber, Michael G. Spencer
(p. 209 - 228)
(bibliographic info)
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7.
Heterogeneous Behavior in Exchange Rate Crises:
Fabio C. Bagliano, Andrea Beltratti, Giuseppe Bertola
(p. 229 - 260)
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8.
Exchange Rate Economics: What's Wrong with the Conventional Macro Approach?:
Robert P. Flood, Mark P. Taylor
(p. 261 - 302)
(bibliographic info)
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9.
Is There a Safe Passage to EMU? Evidence on Capital Controls and a Proposal:
Barry Eichengreen, Andrew K. Rose, Charles Wyplosz
(p. 303 - 332)
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List of Contributors, Indexes:
Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini
(p. 333 - 348)
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