汇率微观结构方法(综述)

The Microstructure Approach to Exchange Rates (a review)

Financial Analysts Journal · 2002
被引 1
ABS 3

中文导读

这篇综述提出了一个框架,结合汇率经济学、信息经济学和订单流来解释外汇市场的货币变动,适合对汇率决定机制感兴趣的学者。

Abstract

This thought-provoking introduction to the dynamic foreign exchange market proposes a framework for explaining currency moves by applying work on exchange rate economics, information economics, and order flow to the microstructure of markets.

汇率经济学市场微观结构外汇市场信息经济学