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The Microstructure Approach to Exchange Rates - Lyons, Richard K
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Explaining the puzzling behavior of exchange rates using models from microstructure finance and data from electronic trading.

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The Microstructure Approach to Exchange Rates 2006, MIT Press, Cambridge

ISBN-13: 9780262622059

Trade paperback

The Microstructure Approach to Exchange Rates 2001, MIT Press (MA), Cambridge, MA

ISBN-13: 9780262122436

Hardcover