Expectations and the Foreign Exchange Market
Title | Expectations and the Foreign Exchange Market PDF eBook |
Author | Craig Hakkio |
Publisher | Routledge |
Pages | 100 |
Release | 2017-04-21 |
Genre | Business & Economics |
ISBN | 1351801686 |
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 | |
Pages | 204 |
Release | 1979 |
Genre | Foreign exchange |
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 |
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 |
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 |
The Role of Expectations in the Foreign Exchange Market
Title | The Role of Expectations in the Foreign Exchange Market PDF eBook |
Author | Karen Elizabeth Parker |
Publisher | |
Pages | 264 |
Release | 1991 |
Genre | Foreign exchange market |
ISBN |
The Economics of Foreign Exchange and Global Finance
Title | The Economics of Foreign Exchange and Global Finance PDF eBook |
Author | Peijie Wang |
Publisher | Springer Science & Business Media |
Pages | 376 |
Release | 2005 |
Genre | Business & Economics |
ISBN | 9783540212379 |
The book presents all major subjects in international monetary theory, foreign exchange markets, international financial management and investment analysis. The book is relevant to real world problems in the sense that it provides guidance on how to solve policy issues as well as practical management tasks. This in turn helps the reader to gain an understanding of the theory and refines the framework. Various topics are interlinked so the book adopts a systematic treatment of integrated materials relating different theories under various circumstances and combining theory with practice. The text examines issues in international monetary policy and financial management in a practical way, focusing on the identification of the factors and players in foreign exchange markets and the international finance arena. The book can be used in graduate and advanced undergraduate programmes in international or global finance, international monetary economics, and international financial management.