Tests of microstructural hypotheses in the foreign exchange market
By: Richard K. Lyons.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 4471; Working paper series (National Bureau of Economic Research) -- working paper no. 4471.
Publisher: National Bureau of Economic Research
Published: 1993
Place of publication: Cambridge, MA
Language: eng
Number of pages: 32
Subjects: Foreign exchange market -- Econometric models.; Foreign exchange rates -- Econometric models.
Notes: "September 1993."

Includes bibliographical references (p. 27-28).

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Electronic version available via the Internet at the NBER World Wide Web site.