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Expectations and the Foreign Exchange Market (Routledge Library Editions: Exchange Rate Economics) - Tapa dura

Hakkio, Craig

 
9781138633223: Expectations and the Foreign Exchange Market (Routledge Library Editions: Exchange Rate Economics)
Tapa dura
ISBN 10: 1138633224 ISBN 13: 9781138633223
Editorial: Routledge, 2017

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

Craig Hakkio

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Routledge
Año de publicación
2017
Idioma
Inglés
ISBN 10 
1138633224
ISBN 13 
9781138633223
Encuadernación
Tapa dura
Número de edición
1
Número de páginas
116
Contacto del fabricante
Taylor and Francis, GPSR Taylor and Francis
gpsr@taylorandfrancis.com

Taylor & Francis Verlag GmbH, Kaufingerstraße 24
München
80331
Alemania