Handbook of exchange rates. 

 - Edited by Jessica James, Ian W. Marsh, Lucio Sarno. 
 - Hoboken :  John Wiley & Sons,  2012. 
 - xxviii, 821 páginas :  tablas, gráficas ;  23 cm. 
 - Wiley handbooks in financial engineering and econometrics ;  2 .
<br/><br/>Incluye bibliografías e índice. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9780470768839 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Tipos de cambio--Manuales<br/>Mercado financiero--Manuales
<br/><br/><label>Dewey Class. No.: </label>R332.456  / H15