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Handbook of exchange rates.

Contributor(s): Material type: TextTextSeries: Wiley handbooks in financial engineering and econometrics ; 2Publication details: Hoboken : John Wiley & Sons, 2012.Edition: Edited by Jessica James, Ian W. Marsh, Lucio SarnoDescription: xxviii, 821 páginas : tablas, gráficas ; 23 cmContent type:
  • Texto
Media type:
  • Sin mediación
Carrier type:
  • Volumen
ISBN:
  • 9780470768839
Subject(s): DDC classification:
  • R332.456 H15 23
Other classification:
  • JEL
Contents:
Part one: Overview ; 1. Foreign exchange market structure, players and evolution ; 2. Macro approaches to foreign exchange determination ; 3. Micro approaches to foreign exchange determination ; 4. The exchange rate in a behavioral finance framework ; 5. The evolution of exchange rate regimes and some future perspective -- Part two: Exchange rate models and methods ; 6. Purchasing power parity in economic history ; 7. Purchasing power parity in tradable goods ; 8. Statistical and economic methods for evaluating exchange rate predictability ; 9. When are pooled panel-data regression forecasts of exchange rates more accurate than the time-series regression forecasts? ; 10. Carry trades and risk ; 11. Currency fair value models ; 12. Technical analysis in the foreign exchange market ; 13. Modeling exchange rates with incomplete information ; 14. Exchange rates in a stochastic discount factor framework ; 15. volatility and correlation timing in active currency management -- Part three: FX Markets and products ; 16. Is there a premium for currency investing (Beta) ; 17. Is there skill or alpha in currency investing? ; 18. Currency hedging for international bond and equity investors ; 19. FX reserve management ; 20. High frequency finance: using scaling laws to build trading models ; 21. Algorithmic execution in foreign exchange ; 22. Foreign exchange strategy based products ; 23. Foreign exchange futures, forwards and swaps ; 24. Options and volatility derivatives -- Part four: FX Markets and policy ; 25. A common framework for thinking about currency crises ; 26. Official intervention in the foreign exchange market ; 27. Exchange rate misalignment: the case of the Chinese Renminbi ; 28. Choosing an exchange rate regime.
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Item type Home library Call number Copy number Status Notes Date due Barcode Item holds
LIBRO FISICO Biblioteca Principal R332.456 H15 (Browse shelf(Opens below)) Ejemplar 1 Available Mantener en colección. 95400000000500
Total holds: 0

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Part one: Overview ; 1. Foreign exchange market structure, players and evolution ; 2. Macro approaches to foreign exchange determination ; 3. Micro approaches to foreign exchange determination ; 4. The exchange rate in a behavioral finance framework ; 5. The evolution of exchange rate regimes and some future perspective -- Part two: Exchange rate models and methods ; 6. Purchasing power parity in economic history ; 7. Purchasing power parity in tradable goods ; 8. Statistical and economic methods for evaluating exchange rate predictability ; 9. When are pooled panel-data regression forecasts of exchange rates more accurate than the time-series regression forecasts? ; 10. Carry trades and risk ; 11. Currency fair value models ; 12. Technical analysis in the foreign exchange market ; 13. Modeling exchange rates with incomplete information ; 14. Exchange rates in a stochastic discount factor framework ; 15. volatility and correlation timing in active currency management -- Part three: FX Markets and products ; 16. Is there a premium for currency investing (Beta) ; 17. Is there skill or alpha in currency investing? ; 18. Currency hedging for international bond and equity investors ; 19. FX reserve management ; 20. High frequency finance: using scaling laws to build trading models ; 21. Algorithmic execution in foreign exchange ; 22. Foreign exchange strategy based products ; 23. Foreign exchange futures, forwards and swaps ; 24. Options and volatility derivatives -- Part four: FX Markets and policy ; 25. A common framework for thinking about currency crises ; 26. Official intervention in the foreign exchange market ; 27. Exchange rate misalignment: the case of the Chinese Renminbi ; 28. Choosing an exchange rate regime.

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