Articoli correlati a Expectations and the Foreign Exchange Market

Expectations and the Foreign Exchange Market - Rilegato

Hakkio, Craig

 
9781138633223: Expectations and the Foreign Exchange Market
Rilegato
ISBN 10: 1138633224 ISBN 13: 9781138633223
Casa editrice: Routledge, 2017

Sinossi

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.

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Informazioni sull'autore

Craig Hakkio

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Editore
Routledge
Data di pubblicazione
2017
Lingua
Inglese
ISBN 10 
1138633224
ISBN 13 
9781138633223
Rilegatura
Copertina rigida
Numero edizione
1
Numero di pagine
116
Contatto del produttore
Taylor and Francis, GPSR Taylor and Francis
gpsr@taylorandfrancis.com

Taylor & Francis Verlag GmbH, Kaufingerstraße 24
München
80331
Germania