NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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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

More information on purchasing this book
356 pages
ISBN: 0-226-26000-3

Table of Contents

Front matter, table of contents, preface: Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini (p. -11 - 0) (bibliographic info) (download)
Introduction: Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini (p. 1 - 18) (bibliographic info) (download)
1. Risk and Turnover in the Foreign Exchange Market: Philippe Jorion (p. 19 - 40) (bibliographic info) (download)
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) (download)
3. Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market: William Perraudin, Paolo Vitale (p. 73 - 106) (bibliographic info) (download)
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) (download) (Working Paper version)
5. Foreign Exchange Volume: Sound and Fury Signifying Nothing?: Richard K. Lyons (p. 183 - 208) (bibliographic info) (download) (Working Paper version)
6. Dynamic Hedging and the Interest Rate Defense: Peter M. Garber, Michael G. Spencer (p. 209 - 228) (bibliographic info) (download)
7. Heterogeneous Behavior in Exchange Rate Crises: Fabio C. Bagliano, Andrea Beltratti, Giuseppe Bertola (p. 229 - 260) (bibliographic info) (download)
8. Exchange Rate Economics: What's Wrong with the Conventional Macro Approach?: Robert P. Flood, Mark P. Taylor (p. 261 - 302) (bibliographic info) (download)
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) (bibliographic info) (download)
List of Contributors, Indexes: Jeffrey A. Frankel, Giampaolo Galli, Alberto Giovannini (p. 333 - 348) (bibliographic info) (download)
 
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