Praise for "Handbook of Exchange Rates"
"This book is remarkable. I expect it to become "the "anchor
reference for people working in the foreign exchange field."
"--Richard K. Lyons, Dean and Professor of Finance, ""Haas
School of Business, University of California Berkeley"
"It is quite easily the most wide ranging treaty of expertise on
the forex market I have ever come across. I will be keeping a copy
close to my fingertips."
"--Jim O'Neill, Chairman, Goldman Sachs Asset Management"
How should we evaluate the forecasting power of models? What are
appropriate loss functions for major market participants? Is the
exchange rate the only means of adjustment? "Handbook of Exchange
Rates "answers these questions and many more, equipping readers
with the relevant concepts and policies for working in today's
international economic climate.
Featuring contributions written by leading specialists from the
global financial arena, this handbook provides a collection of
original ideas on foreign exchange (FX) rates in four succinct
sections:
- "Overview "introduces the history of the FX market and
exchange rate regimes, discussing key instruments in the trading
environment as well as macro and micro approaches to FX
determination.
- "Exchange Rate Models and Methods "focuses on forecasting
exchange rates, featuring methodological contributions on the
statistical methods for evaluating forecast performance, parity
relationships, fair value models, and flow-based models.
- "FX Markets and Products "outlines active currency management,
currency hedging, hedge accounting; high frequency and algorithmic
trading in FX; and FX strategy-based products.
- "FX Markets and Policy "explores the current policies in place
in global markets and presents a framework for analyzing financial
crises.
Throughout the book, topics are explored in-depth alongside
their founding principles. Each chapter uses real-world examples
from the financial industry and concludes with a summary that
outlines key points and concepts.
"Handbook of Exchange Rates "is an essential reference for fund
managers and investors as well as practitioners and researchers
working in finance, banking, business, and econometrics. The book
also serves as a valuable supplement for courses on economics,
business, and international finance at the upper-undergraduate and
graduate levels.
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