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The Foreign Exchange Market: Theory and Econometric Evidence - Softcover

 
9780521396905: The Foreign Exchange Market: Theory and Econometric Evidence

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 date1990
  • ISBN 10 0521396905
  • ISBN 13 9780521396905
  • BindingPaperback
  • Number of pages276

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9780521307611: The Foreign Exchange Market: Theory and Econometric Evidence

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ISBN 10:  0521307619 ISBN 13:  9780521307611
Publisher: Cambridge University Press, 1989
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1. paperback ed. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. MIb 1118 9780521396905 Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 2092140

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Soft cover. Condition: Fine. 1st Edition. First paperback edition. Softcover volume, measuring approximately 6.25" x 9.25", is in fine condition. Binding is sound. Pages are clean and bright. Illustrated with graphs and tables. xiii/259 pages. The flotation of exchange rates in the early 1970s saw an increase in the importance of foreign exchange markets and in the interest shown in them. It also witnessed a revolution in macroeconomic analysis and finance theory based on the concept of rational expectations. This book provides an integrated approach to recent developments in the understanding of these markets. Seller Inventory # ABE-1600139113058

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Baillie, Richard T.; McMahon, Patrick C.
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