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Foreign Exchange Dealing. Essays on the Microstructure of the Foreign Exchange Market

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  • Suvanto, Antti

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  • Suvanto, Antti, . "Foreign Exchange Dealing. Essays on the Microstructure of the Foreign Exchange Market," ETLA A, The Research Institute of the Finnish Economy, number 19.
  • Handle: RePEc:rif:abooks:19
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    References listed on IDEAS

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    1. Merton H. Miller & Daniel Orr, 1966. "A Model of the Demand for Money by Firms," The Quarterly Journal of Economics, Oxford University Press, vol. 80(3), pages 413-435.
    2. Krugman, Paul, 1980. "Vehicle Currencies and the Structure of International Exchange," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 12(3), pages 513-526, August.
    3. Grossman, Sanford J & Miller, Merton H, 1988. " Liquidity and Market Structure," Journal of Finance, American Finance Association, vol. 43(3), pages 617-637, July.
    4. Amihud, Yakov & Mendelson, Haim, 1980. "Dealership market : Market-making with inventory," Journal of Financial Economics, Elsevier, vol. 8(1), pages 31-53, March.
    5. Willett, Thomas D, 1969. "Adequacy of International Means of Payments," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 373-374, August.
    6. Stoll, Hans R, 1978. "The Supply of Dealer Services in Securities Markets," Journal of Finance, American Finance Association, vol. 33(4), pages 1133-1151, September.
    7. William J. Baumol, 1952. "The Transactions Demand for Cash: An Inventory Theoretic Approach," The Quarterly Journal of Economics, Oxford University Press, vol. 66(4), pages 545-556.
    8. Niehans, Jurg, 1971. "Money and Barter in General Equilibrium with Transaction Costs," American Economic Review, American Economic Association, vol. 61(5), pages 773-783, December.
    9. Ho, Thomas & Stoll, Hans R, 1980. " On Dealer Markets under Competition," Journal of Finance, American Finance Association, vol. 35(2), pages 259-267, May.
    10. Jack Hirshleifer, 1973. "Exchange Theory- The Missing Chapter," UCLA Economics Working Papers 035, UCLA Department of Economics.
    11. Garman, Mark B., 1976. "Market microstructure," Journal of Financial Economics, Elsevier, vol. 3(3), pages 257-275, June.
    12. Begg, David, 1989. "Floating Exchange Rates in Theory and Practice," Oxford Review of Economic Policy, Oxford University Press, vol. 5(3), pages 24-39, Autumn.
    13. Glosten, Lawrence R. & Milgrom, Paul R., 1985. "Bid, ask and transaction prices in a specialist market with heterogeneously informed traders," Journal of Financial Economics, Elsevier, vol. 14(1), pages 71-100, March.
    14. Jones, Robert A, 1976. "The Origin and Development of Media of Exchange," Journal of Political Economy, University of Chicago Press, vol. 84(4), pages 757-775, August.
    15. Ho, Thomas & Stoll, Hans R., 1981. "Optimal dealer pricing under transactions and return uncertainty," Journal of Financial Economics, Elsevier, vol. 9(1), pages 47-73, March.
    16. Milbourne, Ross, 1983. "Optimal Money Holding under Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 24(3), pages 685-698, October.
    17. Kathleen Hagerty, 1991. "Equilibrium Bid-Ask Spreads in Markets with Multiple Assets," Review of Economic Studies, Oxford University Press, vol. 58(2), pages 237-257.
    18. McKinnon, Ronald I., 1979. "Money in International Exchange: The Convertible Currency System," OUP Catalogue, Oxford University Press, number 9780195024098.
    19. Harold Demsetz, 1968. "The Cost of Transacting," The Quarterly Journal of Economics, Oxford University Press, vol. 82(1), pages 33-53.
    20. Magee, Stephen P & Rao, Ramesh K S, 1980. "Vehicle and Nonvehicle Currencies in International Trade," American Economic Review, American Economic Association, vol. 70(2), pages 368-373, May.
    21. Grossman, Sanford J & Stiglitz, Joseph E, 1976. "Information and Competitive Price Systems," American Economic Review, American Economic Association, vol. 66(2), pages 246-253, May.
    22. Seha M. Tinic, 1972. "The Economics of Liquidity Services," The Quarterly Journal of Economics, Oxford University Press, vol. 86(1), pages 79-93.
    23. Goodhart, Charles, 1988. "The Foreign Exchange Market: A Random Walk with a Dragging Anchor," Economica, London School of Economics and Political Science, vol. 55(220), pages 437-460, November.
    24. Fama, Eugene F, 1970. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance, American Finance Association, vol. 25(2), pages 383-417, May.
    25. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-1335, November.
    26. Zabel, Edward, 1981. "Competitive Price Adjustment without Market Clearing," Econometrica, Econometric Society, vol. 49(5), pages 1201-1221, September.
    27. Eppen, Gary D & Fama, Eugene F, 1969. "Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(2), pages 119-133, June.
    28. Brunner, Karl & Meltzer, Allan H, 1971. "The Uses of Money: Money in the Theory of an Exchange Economy," American Economic Review, American Economic Association, vol. 61(5), pages 784-805, December.
    29. Dornbusch, Rudiger & Pechman, Clarice, 1985. "The Bid-Ask Spread in the Black Market for Dollars in Brazil: A Note," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(4), pages 517-520, November.
    30. Leland B. Yeager, 1959. "The Misconceived Problem Of International Liquidity," Journal of Finance, American Finance Association, vol. 14(3), pages 347-360, September.
    31. Officer, Lawrence H, 1976. "The Demand for International Liquidity: A Test of the Square-Root Law," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 8(3), pages 325-337, August.
    32. Wasserfallen, Walter, 1989. "Flexible exchange rates : A closer look," Journal of Monetary Economics, Elsevier, vol. 23(3), pages 511-521, May.
    33. Anonymous, 1969. "Recent Developments in Farm Planning: Introduction," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 37(02), June.
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    Cited by:

    1. repec:mes:jeciss:v:40:y:2006:i:1:p:153-170 is not listed on IDEAS
    2. repec:mes:jeciss:v:31:y:1997:i:2:p:615-622 is not listed on IDEAS
    3. William Perraudin & Paolo Vitale, 1996. "Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market," NBER Chapters,in: The Microstructure of Foreign Exchange Markets, pages 73-106 National Bureau of Economic Research, Inc.
    4. John Harvey, 2001. "Psychological and Institutional Forces and the Determination of Exchange Rates," Working Papers 200101, Texas Christian University, Department of Economics.

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