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Author : Helmut Herwartz
Release : 2001
Genre :
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Empirical Modeling of the DEM/USD and DEM/JPY Foreign Exchange Rate by : Helmut Herwartz
Download or read book Empirical Modeling of the DEM/USD and DEM/JPY Foreign Exchange Rate written by Helmut Herwartz. This book was released on 2001. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Philipp Hartmann
Release : 1998-12-10
Genre : Business & Economics
Kind : eBook
Book Rating : 730/5 ( reviews)
Book Synopsis Currency Competition and Foreign Exchange Markets by : Philipp Hartmann
Download or read book Currency Competition and Foreign Exchange Markets written by Philipp Hartmann. This book was released on 1998-12-10. Available in PDF, EPUB and Kindle. Book excerpt: Currency Competition and Foreign Exchange Markets by Philipp Hartmann of the European Central Bank is a major theoretical and empirical study of international currencies, which focuses on the role which the Euro will play in the international monetary and financial system along with the US dollar and the Japanese yen. In contrast to much of the existing literature which approaches the subject from a macroeconomic perspective, Philipp Hartmann develops a theoretical model which uses game theory, time series and panel econometrics, and links financial markets analysis with transaction cost economics. The results of Currency Competition and Foreign Exchange Markets are presented with reference to political, historical and institutional considerations, and provide accessible answers to policy-makers, business people and scholars worldwide. The sections on Spread Estimation and Multiple Vehicles with Inter-Dealer Price and Entry Competition will be of particular use for finance professionals.
Author : Imad A Moosa
Release : 2009-07-15
Genre : Business & Economics
Kind : eBook
Book Rating : 509/5 ( reviews)
Book Synopsis The Theory And Empirics Of Exchange Rates by : Imad A Moosa
Download or read book The Theory And Empirics Of Exchange Rates written by Imad A Moosa. This book was released on 2009-07-15. Available in PDF, EPUB and Kindle. Book excerpt: Exchange rate economics is an important field of investigation for academics, professionals and policy-makers. This book provides a comprehensive survey of the theory of and empirical evidence on the determination and effects of exchange rates. The exposition utilizes both diagrammatic and mathematical representations of the underlying models. The book is a comprehensive reference for those engaged in this field of research.
Author : Dominique M. Guillaume
Release : 2012-12-06
Genre : Business & Economics
Kind : eBook
Book Rating : 214/5 ( reviews)
Book Synopsis Intradaily Exchange Rate Movements by : Dominique M. Guillaume
Download or read book Intradaily Exchange Rate Movements written by Dominique M. Guillaume. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: In the late 1980s, as the empirical appeal of macro-economic exchange rate models began to fade, a few people including Professor Charles Goodhart at the London School of Economics and researchers at Olsen & Associates in Zurich, started to collect intra-daily exchange rate data. The resulting database provides new insight into the foreign exchange markets and thereby opens up previously unexplored avenues of research. Intra-Daily Exchange Rate Movements presents an extensive study of the Olsen & Associates database and is one of the first monographs in this exciting new area. This book aims to provide a systematic study of the characteristics of intra-daily exchange rate data as well as an empirical investigation into different approaches of modelling the exchange rate movements. First, the author describes empirical insights, which range from the distributional issues of exchange rate data to the impact of macroeconomic fundamentals and institutional characteristics. This leads to a survey of the main stylized facts. Using the O&A database, Guillaume then presents a systematic investigation of the empirical performance of three broad categories of models: macro-economic models using an extension of chaos theory, stochastic models including the GARCH and time-deformation models, and technical analysis. The book shows how these approaches can be used to model intra-daily exchange rate movements and highlights some of the pitfalls inherent in such an exercise. In an area where literature remains controversial, this book hopes to trigger further inquiries into the suitability of these different approaches to modelling.
Author : Francis X. Diebold
Release : 1988
Genre : Business & Economics
Kind : eBook
Book Rating : /5 ( reviews)
Book Synopsis Empirical Modeling of Exchange Rate Dynamics by : Francis X. Diebold
Download or read book Empirical Modeling of Exchange Rate Dynamics written by Francis X. Diebold. This book was released on 1988. Available in PDF, EPUB and Kindle. Book excerpt:
