Coverart for item
The Resource Handbook of exchange rates, edited by Jessica James, Ian W. Marsh, Lucio Sarno

Handbook of exchange rates, edited by Jessica James, Ian W. Marsh, Lucio Sarno

Label
Handbook of exchange rates
Title
Handbook of exchange rates
Statement of responsibility
edited by Jessica James, Ian W. Marsh, Lucio Sarno
Creator
Contributor
Editor
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1968-
http://library.link/vocab/creatorName
James, Jessica
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1966-
http://library.link/vocab/relatedWorkOrContributorName
  • Marsh, Ian W.
  • Sarno, Lucio
Series statement
Wiley handbooks in financial engineering and econometrics
http://library.link/vocab/subjectName
  • Foreign exchange rates
  • Foreign exchange
Label
Handbook of exchange rates, edited by Jessica James, Ian W. Marsh, Lucio Sarno
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
Part I. 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 Behavioural Finance Framework 5. The Evolution of Exchange Rate Regimes and Some Future Perspective Part II. 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 III. 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 IV. 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
Control code
FIEb17105389
Dimensions
25 cm.
Extent
xxviii, 821 pages
Isbn
9780470768839
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)769989867
Label
Handbook of exchange rates, edited by Jessica James, Ian W. Marsh, Lucio Sarno
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
Part I. 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 Behavioural Finance Framework 5. The Evolution of Exchange Rate Regimes and Some Future Perspective Part II. 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 III. 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 IV. 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
Control code
FIEb17105389
Dimensions
25 cm.
Extent
xxviii, 821 pages
Isbn
9780470768839
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)769989867

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