Author: Lars Nordén
Publisher:
ISBN:
Category : Investments
Languages : en
Pages : 182

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Book Description

Author: Joel Hasbrouck
Publisher: Oxford University Press
ISBN: 0198041306
Category : Business & Economics
Languages : en
Pages : 209

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Book Description
The interactions that occur in securities markets are among the fastest, most information intensive, and most highly strategic of all economic phenomena. This book is about the institutions that have evolved to handle our trading needs, the economic forces that guide our strategies, and statistical methods of using and interpreting the vast amount of information that these markets produce. The book includes numerous exercises.

Author: Compiled by the British Library of Political and Economic Science at the London School of Economics
Publisher: Psychology Press
ISBN: 9780415152150
Category : Business & Economics
Languages : en
Pages : 680

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Book Description
The IBSS is the essential tool for librarians, university departments, research institutions and any public or private institutions whose work requires access to up-to-date and comprehensive knowledge of the social sciences.

Author: Peter Martinsson
Publisher:
ISBN:
Category : Civil rights
Languages : en
Pages : 188

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Author: Jeffrey A. Frankel
Publisher: University of Chicago Press
ISBN: 0226260232
Category : Business & Economics
Languages : en
Pages : 358

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Book Description
The foreign exchange market is the largest, fastest-growing financial market in the world. Yet conventional macroeconomic approaches do not explain why people trade foreign exchange. At the same time, they fail to explain the short-run determinants of the exchange rate. These nine innovative essays use a microstructure approach to analyze the workings of the foreign exchange market, with special emphasis on institutional aspects and the actual behavior of market participants. They examine the volume of transactions, heterogeneity of traders, the time of day and location of trading, the bid-ask spread, and the high level of exchange rate volatility that has puzzled many observers. They also consider the structure of the market, including such issues as nontransparency, asymmetric information, liquidity trading, the use of automated brokers, the relationship between spot and derivative markets, and the importance of systemic risk in the market. This timely volume will be essential reading for anyone interested in the economics of international finance.

Author: Mr.Peter Dattels
Publisher: International Monetary Fund
ISBN:
Category : Business & Economics
Languages : en
Pages : 106

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Book Description
This paper applies the “market microstructure” literature to the specific features of government securities markets and draws implications for the strategy to develop government securities markets. It argues for an active role of the authorities in fostering the development of efficient market structures.

Author: Henrik Degrér
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 156

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Book Description

Author: Luc Bauwens
Publisher: Springer Science & Business Media
ISBN: 3790819921
Category : Business & Economics
Languages : en
Pages : 310

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Book Description
Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of interest to graduate students, researchers, and industry professionals.

Author: Mr.Robert P. Flood
Publisher: International Monetary Fund
ISBN: 9781589062047
Category : Business & Economics
Languages : en
Pages : 202

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Book Description
The paper discusses a model in which growth is a negative function of fiscal burden. Moreover, growth discontinuously switches from high to low as the fiscal burden reaches a critical level. The paper provides an overview of key elements of corporate bankruptcy codes and practice around the world that are relevant to the debate on sovereign debt restructuring. It also describes the broad trends in international financial integration for a sample of industrial countries and explains the cross-country and time-series variation in the size of international balance sheets.

Author: Lars Pålsson Syll
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 126

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Book Description