A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION

C-Tier
Journal: Journal of Economic Surveys
Year: 2007
Volume: 21
Issue: 5
Pages: 903-934

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Abstract We propose a critical review of recent developments in exchange rate economics which have offered a novel approach to exchange rate determination. This new strand of research, the market microstructure approach to exchange rates, is motivated by some very stark empirical evidence, relating exchange rate dynamics to the imbalance in the sequence of purchases and sales of foreign currencies in the markets for foreign exchange. Through our review we outline the results this new strand of research has achieved alongside its open questions and future challenges.

Technical Details

RePEc Handle
repec:bla:jecsur:v:21:y:2007:i:5:p:903-934
Journal Field
General
Author Count
1
Added to Database
2026-01-29