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Expectations and the Foreign Exchange Market (Hardcover) Loot Price: R2,207
Discovery Miles 22 070
Repayment Terms: R207 pm x 12*
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Expectations and the Foreign Exchange Market (Hardcover): Craig Hakkio

Expectations and the Foreign Exchange Market (Hardcover)

Craig Hakkio

Series: Routledge Library Editions: Exchange Rate Economics

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Loot Price R2,207 Discovery Miles 22 070 | Repayment Terms: R207 pm x 12*

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Originally published in 1984. This book examines two important dimensions of efficiency in the foreign exchange market using econometric techniques. It responds to the macroeconomics trend to re-examining the theories of exchange rate determination following the erratic behaviour of exchange rates in the late 1970s. In particular the text looks at the relation between spot and forward exchange rates and the term structure of the forward premium, both of which require a joint test of market efficiency and the equilibrium model. Approaches used are the regression of spot rates on lagged forward rates and an explicit time series analysis of the spot and forward rates, using data from Canada, the United Kingdom, the Netherlands, Switzerland and Germany.

General

Imprint: Routledge
Country of origin: United Kingdom
Series: Routledge Library Editions: Exchange Rate Economics
Release date: April 2017
First published: 1984
Authors: Craig Hakkio
Dimensions: 234 x 156 x 14mm (L x W x T)
Format: Hardcover
Pages: 116
ISBN-13: 978-1-138-63322-3
Categories: Books > Business & Economics > Economics > Political economy
Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Economics > International economics > International finance
Books > Business & Economics > Finance & accounting > Accounting > Public finance accounting
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LSN: 1-138-63322-4
Barcode: 9781138633223

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