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Intradaily Exchange Rate Movements
Dominique M. Guillaume
€ 131.15
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Description for Intradaily Exchange Rate Movements
Hardback. Aims to provide a systematic study of the characteristics of intra-daily exchange rate data as well as an empirical investigation into different approaches of modelling the exchange rate movements. This book includes empirical insights, which range from the distributional issues of exchange rate data to the impact of macroeconomic fundamentals. Num Pages: 162 pages, biography. BIC Classification: KCBM; KCLF. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 12. Weight in Grams: 438.
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
Hardback
Publication date
1999
Publisher
Kluwer Academic Publishers United States
Number of pages
162
Condition
New
Number of Pages
162
Place of Publication
Dordrecht, Netherlands
ISBN
9780792386964
SKU
V9780792386964
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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