Foreign exchange market intervention : market microstructure models and empirical investigations
著者
書誌事項
Foreign exchange market intervention : market microstructure models and empirical investigations
（Financial institutions and services）
Nova Science Publishers, c2018
- : hardcover
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注記
Includes bibliographical references (p. [203]-213) and index
内容説明・目次
内容説明
This book investigates the effectiveness of government intervention from the market microstructure perspective, especially focusing on its impact concerning the setting of bid-ask exchange rates (from the Plaza Agreement to the Louvre Accord). The authors test the effect of intervention on the dealers behaviour in controlling his/her inventory to set the quotation of exchange rates. The authors also examine the relative importance of the inventory cost in three components of the bid-ask spread. Finally, they analyse the impact of intervention on a spread. This book develops new econometric models which have produced results for sound FOREX and financial management strategies. This book is multi-disciplinary, technical and specialised, but focused on contemporary and emerging issues in FOREX and financial markets in addressing the issues of financial markets and for theory and hypothesis development which have general implications for finance theory.
目次
For more information, please visit our website at:https://novapublishers.com/shop/foreign-exchange-market-intervention-market-microstructure-models-and-empirical-investigations/
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