Foreign Exchange Markets (The International Library of Critical Writings in Financial Economics series, 17)

Foreign Exchange Markets presents a selection of classic finance and economics articles on key topics in the behavior of exchange rates and the analysis of foreign exchange markets. The editor has written an authoritative introduction to the literature.

The volume comprises five sections which cover a range of topics. The first section deals with fundamental analysis and the second with statistical models of exchange rate behavior. The third section discusses technical analysis and the fourth covers central bank intervention. The fifth section looks at the micro structure of foreign exchange markets. Many of the papers deal with analysis of daily or intra-day data. The papers are chosen to blend theory and empirics.

Edited by Richard J. Sweeney, Chair in International Finance, McDonough School of Business, Georgetown University, US