Intradaily Exchange Rate Movements
Dominique M. Guillaume
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Description for Intradaily Exchange Rate Movements
Paperback. Num Pages: 162 pages, biography. BIC Classification: KCH; KCHS; KCLF. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 9. Weight in Grams: 290.
In the late 1980s, as the empirical appeal of macro-economic exchange rate models began to fade, a few people including Professor Charles Goodhart at the London School of Economics and researchers at Olsen & Associates in Zurich, started to collect intra-daily exchange rate data. The resulting database provides new insight into the foreign exchange markets and thereby opens up previously unexplored avenues of research. Intra-Daily Exchange Rate Movements presents an extensive study of the Olsen & Associates database and is one of the first monographs in this exciting new area.
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In the late 1980s, as the empirical appeal of macro-economic exchange rate models began to fade, a few people including Professor Charles Goodhart at the London School of Economics and researchers at Olsen & Associates in Zurich, started to collect intra-daily exchange rate data. The resulting database provides new insight into the foreign exchange markets and thereby opens up previously unexplored avenues of research. Intra-Daily Exchange Rate Movements presents an extensive study of the Olsen & Associates database and is one of the first monographs in this exciting new area.
... Read more
Product Details
Format
Paperback
Publication date
2012
Publisher
Springer-Verlag New York Inc. United States
Number of pages
162
Condition
New
Number of Pages
162
Place of Publication
New York, NY, United States
ISBN
9781461370895
SKU
V9781461370895
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Dominique M. Guillaume
Dominique Guillaume (1966) is currently at the International Monetary Fund. He holds a Ph.D. in Economics from the University of Louvain and is a former researcher at the Financial Markets Group at the London School of Economics and the Institute of Economics and Stastistics at Oxford University.
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