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Exchange Rate Modelling
Macdonald, Ronald; Marsh, Ian
€ 194.05
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Description for Exchange Rate Modelling
Paperback. Series: Advanced Studies in Theoretical and Applied Econometrics. Num Pages: 234 pages, biography. BIC Classification: KCB; KCH; KCL. Category: (P) Professional & Vocational. Dimension: 237 x 150 x 15. Weight in Grams: 382.
Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective?
The book is a selective survey of current thinking on key topics in exchange rate economics, supplemented throughout by new empirical evidence. The focus is on the use of advanced econometric tools to find answers to these and other questions which are important to practitioners, policy-makers and ... Read more
Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective?
The book is a selective survey of current thinking on key topics in exchange rate economics, supplemented throughout by new empirical evidence. The focus is on the use of advanced econometric tools to find answers to these and other questions which are important to practitioners, policy-makers and ... Read more
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer-Verlag New York Inc. United States
Number of pages
234
Condition
New
Series
Advanced Studies in Theoretical and Applied Econometrics
Number of Pages
222
Place of Publication
New York, NY, United States
ISBN
9781441951137
SKU
V9781441951137
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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