Books

Catalogue · fx · Classics

Search runs across title, subtitle, short description, and author names. Topics mirror the full instrument and desk coverage of the library—see also topic hubs.

The Microstructure Approach to Exchange Rates

Classic

The Microstructure Approach to Exchange Rates

Richard K. Lyons · 2006 · MIT Press

This landmark reference on FX microstructure provides a comprehensive analysis of how exchange rates are determined and the role of market participants. It is essential for understanding the intricacies of foreign exchange markets and their impact on global finance.

FX
Market microstructure

Classic

Economics of exchange rates

Lucio Sarno · Mark P. Taylor · 2002 · Cambridge University Press

This book provides a comprehensive analysis of the economics of exchange rates, focusing on the theoretical and empirical aspects of foreign exchange markets. It covers key topics such as monetary policy implications, the role of political economy, and the econometric techniques used in the field.

FX
Central banking & policy
Quantitative methods