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Exchange Rate Modelling
Macdonald, Ronald; Marsh, Ian
€ 189.45
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Description for Exchange Rate Modelling
Hardback. A survey of 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 academic economists. Series: Advanced Studies in Theoretical and Applied Econometrics. Num Pages: 234 pages, biography. BIC Classification: KCBM; KCH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 14. Weight in Grams: 514.
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
Hardback
Publication date
1999
Publisher
Kluwer Academic Publishers United States
Number of pages
234
Condition
New
Series
Advanced Studies in Theoretical and Applied Econometrics
Number of Pages
222
Place of Publication
Dordrecht, Netherlands
ISBN
9780792386681
SKU
V9780792386681
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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