Diversified Expectations in the Foreign Exchange Market
Title | Diversified Expectations in the Foreign Exchange Market PDF eBook |
Author | Vincent Dropsy |
Publisher | |
Pages | 508 |
Release | 1989 |
Genre | |
ISBN |
Testing Rational Expectations and Efficiency in the Foreign Exchange Market
Title | Testing Rational Expectations and Efficiency in the Foreign Exchange Market PDF eBook |
Author | Richard T. Baillie |
Publisher | |
Pages | 10 |
Release | 1981 |
Genre | Foreign exchange |
ISBN |
Managing Foreign Exchange Risk
Title | Managing Foreign Exchange Risk PDF eBook |
Author | Richard J. Herring |
Publisher | Cambridge University Press |
Pages | 254 |
Release | 1986-04-30 |
Genre | Business & Economics |
ISBN | 9780521311205 |
A collection of essays about foreign exchange risk and how to cope with it.
Testing Rational Expectations and Efficiency in the Foreign Exchange Market
Title | Testing Rational Expectations and Efficiency in the Foreign Exchange Market PDF eBook |
Author | Richard T. Baillie |
Publisher | |
Pages | 24 |
Release | 1981 |
Genre | Foreign exchange |
ISBN | 9780868310695 |
Expectations and the Foreign Exchange Market
Title | Expectations and the Foreign Exchange Market PDF eBook |
Author | Craig S. Hakkio |
Publisher | Routledge |
Pages | 112 |
Release | 2018-08-29 |
Genre | Foreign exchange market |
ISBN | 9781138633230 |
Originally published in 1984. This book examines two important dimensions of efficiency in the foreign exchange market using econometric techniques. It responds to the macroeconomics trend to re-examining the theories of exchange rate determination following the erratic behaviour of exchange rates in the late 1970s. In particular the text looks at the relation between spot and forward exchange rates and the term structure of the forward premium, both of which require a joint test of market efficiency and the equilibrium model. Approaches used are the regression of spot rates on lagged forward rates and an explicit time series analysis of the spot and forward rates, using data from Canada, the United Kingdom, the Netherlands, Switzerland and Germany.
Expectations and the Foreign Exchange Market
Title | Expectations and the Foreign Exchange Market PDF eBook |
Author | Craig Stephan Hakkio |
Publisher | Dissertations-G |
Pages | 102 |
Release | 1984 |
Genre | Foreign exchange |
ISBN | 9780824041847 |
Expectations, Risk and Uncertainty in the Foreign Exchange Market
Title | Expectations, Risk and Uncertainty in the Foreign Exchange Market PDF eBook |
Author | Mark P. Taylor |
Publisher | |
Pages | 19 |
Release | 1987 |
Genre | Foreign exchange |
ISBN | 9780903312875 |