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The foreign exchange market : empirical studies with high-frequency data
Authors: ---
ISBN: 031223564X 9780312235642 Year: 2000 Publisher: New York: St. Martin's press,


Book
A Puzzle of Microstructure Market Maker Models
Authors: ---
ISBN: 1451842325 1462332951 1451890567 9786613776440 1452723060 1281116513 Year: 2004 Publisher: Washington, D.C. : International Monetary Fund,

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Abstract

This study addresses the empirical viability of microstructure models of dealer price setting. New evidence is presented rejecting these models' specifications of how information asymmetry and inventory accumulation affect dealer pricing. This rejection is consistent with those of other dealer-level empirical studies. This study suggests a new modeling option may be to reconsider optimal price setting while relaxing assumptions that specify incoming orders as the only component through which dealer inventories evolve. This approach is consistent with inventory evolution data and with general equilibrium models' assumptions about currency markets.

The foreign exchange market : theory and econometric evidence
Authors: ---
ISBN: 0521307619 9780521396905 0521396905 9780521307611 Year: 1990 Publisher: Cambridge: Cambridge university press,

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Keywords

339.72 --- 333.451.2 --- 306.171 --- 333.451.7 --- Internationaal betalingsverkeer. Valutahandel. Wisselmarkten. Deviezenhandel. Internationale kapitaalmarkt. Flow and funds analysis. Betalingsbalans. Internationale geldmarkt. --- Deviezen op termijn. --- Indexcijfers van de wisselkoersen op de kontantmarkt en op de termijnmarkt. --- Speculatie. Wisselrisico's. --- 339.72 Internationaal betalingsverkeer. Valutahandel. Wisselmarkten. Deviezenhandel. Internationale kapitaalmarkt. Flow and funds analysis. Betalingsbalans. Internationale geldmarkt. --- 339.74 --- 330.115.001.57 --- 330.115.001.57 Econometrische modellen. Simulatiemodellen --- Econometrische modellen. Simulatiemodellen --- 339.74 Monetaire buitenlandse politiek. Deviezenpolitiek --- Monetaire buitenlandse politiek. Deviezenpolitiek --- Foreign exchange market --- 333.450 --- 333.451.0 --- AA / International- internationaal --- 339.743 --- 339.7 --- 339.743 Wisselkoersen. Wisselkoerspariteiten. Dubbele wisselkoers. Devaluatie. Revaluatie. Zwevende wisselkoers. Muntslang --- Wisselkoersen. Wisselkoerspariteiten. Dubbele wisselkoers. Devaluatie. Revaluatie. Zwevende wisselkoers. Muntslang --- 339.7 Internationale financien. Buitenlands betalingsverkeer --(z.o {336}) --- Internationale financien. Buitenlands betalingsverkeer --(z.o {336}) --- Exchange market --- Foreign exchange markets --- FX market --- Markets --- Econometric models --- Indexcijfers van de wisselkoersen op de kontantmarkt en op de termijnmarkt --- Theorie van het deviezenverkeer. Theorie van de koopkrachtpariteit --- Wisselmarkt: algemeenheden --- Deviezen op termijn --- Speculatie. Wisselrisico's --- Internationaal betalingsverkeer. Valutahandel. Wisselmarkten. Deviezenhandel. Internationale kapitaalmarkt. Flow and funds analysis. Betalingsbalans. Internationale geldmarkt --- International finance --- Foreign exchange --- Change --- Modèles économétriques --- taux de change --- marche des capitaux --- theories economiques --- wisselkoers --- kapitaalmarkt --- economische theorieen --- Foreign exchange - Econometric models --- Foreign exchange market - Econometric models

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