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Synopsis
This book provides an integrated approach to recent developments in the understanding of foreign exchange markets. It covers the theory of efficient markets as developed in finance, and the models used to explain the movements of exchange rates in macroeconomics. The authors deal with the econometric estimation and testing of different models and theories of the foreign exchange market and macro-economy.
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Book Description
An integrated approach to recent developments in the understanding of foreign exchange markets covers the theory of efficient markets developed in finance and the models used to explain exchange rates in macroeconomics.
Review
"This well written and sophisticated book reviews the theoretical and empirical literature concerned with the determination of exchange rates." Herbert G. Grubel, Journal of Economic Literature
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- PublisherCambridge University Press
- Publication date1989
- ISBN 10 0521307619
- ISBN 13 9780521307611
- BindingHardcover
- Edition number1
- Number of pages274
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The Foreign Exchange Market: Theory and Econometric Evidence
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Cambridge University Press, 1989
ISBN 10: 0521307619
ISBN 13: 9780521307611
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The Foreign Exchange Market: Theory and Econometric Evidence
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Cambridge University Press, Cambridge / New York., 1989
ISBN 10: 0521307619
ISBN 13: 9780521307611
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The Foreign Exchange Market. Theory and Econometric Evidence.
Published by
Cambridge University Press, 1989
ISBN 10: 0521307619
ISBN 13: 9780521307611
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Hardcover
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The Foreign Exchange Market. Theory And Econometric Evidence.
ISBN 10: 0521307619
ISBN 13: 9780521307611
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