Handbook of exchange rates /

Handbook of exchange rates /

"Handbook of Exchange Rates is an impressive compilation of research from more than thirty-five leading researchers and experts on the topic. The book is clearly organized into five succinct sections that explore the foreign exchange (FX) market, from its background and economic foundation to c...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Άλλοι συγγραφείς: James, Jessica, 1968-, Marsh, Ian W., 1966-, Sarno, Lucio
Μορφή: Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Hoboken, New Jersey : John Wiley & Sons, Inc., [2012]
Σειρά:Wiley handbooks in financial engineering and econometrics.
Θέματα:
Foreign exchange rates.
Foreign exchange.
MATHEMATICS > Probability & Statistics > General.
BUSINESS & ECONOMICS > Foreign Exchange.
Electronic books.
Διαθέσιμο Online:Full Text via HEAL-Link
Πίνακας περιεχομένων:
  • Part I. Overview. 1. Foreign Exchange Market Structure, Players and Evolution
  • 2. Macro Approaches to Foreign Exchange Determination
  • 3. Micro Approaches to Foreign Exchange Determination
  • 4. The Exchange Rate in a Behavioural Finance Framework
  • 5. The Evolution of Exchange Rate Regimes and Some Future Perspective
  • Part II. Exchange Rate Models and Methods. 6. Purchasing Power Parity in Economic History
  • 7. Purchasing Power Parity in Tradable Goods
  • 8. Statistical and Economic Methods for Evaluating Exchange Rate Predictability
  • 9. When Are Pooled Panel-Data Regression Forecasts of Exchange Rates More Accurate than the Time-Series Regression Forecasts?
  • 10. Carry Trades and Risk
  • 11. Currency Fair Value Models
  • 12. Technical Analysis in the Foreign Exchange Market 13. Modeling Exchange Rates with Incomplete Information
  • 14. Exchange Rates in a Stochastic Discount Factor Framework
  • 15. Volatility and Correlation Timing in Active Currency Management
  • Part III. FX Markets and Products. 16. Is There a Premium for Currency Investing (Beta)
  • 17. Is There Skill or Alpha in Currency Investing?
  • 18. Currency Hedging for International Bond and Equity Investors
  • 19. FX Reserve Management
  • 20. High frequency finance: Using scaling laws to build trading models
  • 21. Algorithmic Execution in Foreign Exchange
  • 22. Foreign Exchange Strategy Based Products
  • 23. Foreign exchange futures, forwards and swaps
  • 24. Options and Volatility Derivatives
  • Part IV. FX Markets and Policy. 25. A Common Framework for Thinking about Currency Crises
  • 26. Official Intervention in the Foreign Exchange Market
  • 27. Exchange Rate Misalignment: The Case of the Chinese Renminbi
  • 28. Choosing an Exchange Rate Regime.

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