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Exchange Rate Modelling (Advanced Studies in Theoretical and Applied Econometrics)
Exchange Rate Modelling - Advanced Studies in Theoretical and Applied Econometrics
Author: Ronald MacDonald, Ian Marsh
Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective? The book is a selective survey of current thinking...  more »
ISBN-13: 9780792386681
ISBN-10: 079238668X
Publication Date: 11/30/1999
Pages: 240
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Publisher: Springer
Book Type: Hardcover
Other Versions: Paperback
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