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Expectations and the Foreign Exchange Market (Paperback) Loot Price: R892
Discovery Miles 8 920
Repayment Terms: R84 pm x 12*
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Expectations and the Foreign Exchange Market (Paperback): Craig Hakkio

Expectations and the Foreign Exchange Market (Paperback)

Craig Hakkio

Series: Routledge Library Editions: Exchange Rate Economics

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Loot Price R892 Discovery Miles 8 920 | Repayment Terms: R84 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: August 2018
First published: 1984
Authors: Craig Hakkio
Dimensions: 234 x 156 x 14mm (L x W x T)
Format: Paperback
Pages: 108
ISBN-13: 978-1-138-63323-0
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: 1-138-63323-2
Barcode: 9781138633230

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