The Foreign Exchange Market. Empirical Studies with High-frequency Data.
. Ed(S): Goodhart, Charles A. E.; Payne, Dr Richard
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Description for The Foreign Exchange Market. Empirical Studies with High-frequency Data.
Hardback. This text brings together a number of research studies, all of which examine the behaviour of foreign exchange rates. The main focus of the collection is on empirical characterization of high-frequency exchange rate data. Editor(s): Goodhart, Charles A. E.; Payne, Dr Richard. Num Pages: 576 pages, biography. BIC Classification: KCBM; KCLT; KFFK; KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 216 x 138 x 36. Weight in Grams: 990.
This book brings together a number of research studies, all of which examine the behaviour of foreign exchange rates. The main focus of the collection is on empirical characterisation of high-frequency exchange rate data. The pioneering studies demonstrate and explain, amongst other things, the regular patterns in intra-day foreign exchange rate activity, the effects of macroeconomic news of rates and analyse the profitability of technical trading rules in these markets. The collection will be of use to students, academics and practitioners who are interested in exchange rate dynamics.
This book brings together a number of research studies, all of which examine the behaviour of foreign exchange rates. The main focus of the collection is on empirical characterisation of high-frequency exchange rate data. The pioneering studies demonstrate and explain, amongst other things, the regular patterns in intra-day foreign exchange rate activity, the effects of macroeconomic news of rates and analyse the profitability of technical trading rules in these markets. The collection will be of use to students, academics and practitioners who are interested in exchange rate dynamics.
Product Details
Format
Hardback
Publication date
2000
Publisher
Palgrave Macmillan United Kingdom
Number of pages
576
Condition
New
Number of Pages
562
Place of Publication
Basingstoke, United Kingdom
ISBN
9780333630839
SKU
V9780333630839
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About . Ed(S): Goodhart, Charles A. E.; Payne, Dr Richard
CHARLES GOODHART is the Norman Sosnow Professor of Banking and Finance at the London School of Economics. In 1997 he was appointed one of the outside independent members of the Bank of England's new Monetary Policy Committee. Besides numerous articles, he has written two books on monetary history, and a graduate monetary textbook, Money, Information and Uncertainty. He has also ... Read more
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