Under the microscope: The structure of the foreign exchange market

被引：39

作者：

Sager, MJ ^{[1
]}

Taylor, MP ^{[1
]}

机构：

[1] Univ Warwick, Dept Econ, Coventry CV4 7AL, W Midlands, England

来源：

INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS | 2006年 / 11卷 / 01期

关键词：

foreign exchange market; microstructure; order flow;

D O I：

10.1002/ijfe.277

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

We provide a detailed, up-to-date description of the microstructure of the foreign exchange market and of the behaviour of participant groups. In the light of this, we highlight shortcomings in existing theoretical models of market interaction and present an outline alternative model that marries theoretical prediction and current market practice. Copyright (c) 2006 John Wiley & Sons, Ltd.

引用

页码：81 / 95

页数：15

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