Richard K. Lyons
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Technical Notes on the Simultaneous Trade Model of the FX Market

  • Click here for additional notes supporting the appendix to the paper “A Simultaneous Trade Model of the Foreign Exchange Hot Potato,” by R. Lyons, Journal of International Economics, 42 (1997), 275-298 (PDF). These notes are referenced in that article as available on request.

  • Click here for additional notes on solving the problem faced by liquidity-supplying investors in the infinite-horizon version of the simultaneous trade model.

 

Correspondence
Richard K. Lyons
Former Dean, Haas School of Business
U.C. Berkeley
Berkeley, CA 94720-1900
Tel: 510-642-1059, Fax: 510-642-4700
lyons@haas.berkeley.edu.

  



Former Dean Richard Lyons

Richard K. Lyons
Former Dean, Haas School of Business
U.C. Berkeley
Berkeley, CA 94720-1900
Tel: 510-642-1059
Fax: 510-642-4700
lyons@haas.berkeley.edu
 
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