Handbook of exchange rates / edited by Jessica James, Ian W. Marsh, Lucio Sarno.
"Handbook of Exchange Rates is an impressive compilation of research from more than thirty-five leading researchers and experts on the topic. The book is clearly organized into five succinct sections that explore the foreign exchange (FX) market, from its background and economic foundation to c...
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| Year of Publication: | 2012 |
| Language: | English |
| Series: | Wiley handbooks in financial engineering and econometrics ;
2 |
| Online Access: | |
| Physical Description: | xxviii, 823 p. :; ill. |
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Table of Contents:
- Machine generated contents note: 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.