Bridge over ocean
1 September 2002 Financial Analysts Journal Volume 58, Issue 5

The Microstructure Approach to Exchange Rates (a review)

  1. Mark S. Rzepczynski
  2. Martin S. Fridson, CFA

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.

Read the Complete Article in Financial Analysts Journal Financial Analysts Journal CFA Institute Member Content

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