About this item
About this item
"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 current practices, obstacles, and policies in the modern foreign exchange market. Part I presents an overview of the history of the FX market and exchange rate regimes, the key instruments/players in the FX tradingenvironment, and both macro and micro approaches to FX determination. Next, Part II focuses on forecasting exchange rates, featuring methodological contributions on the sstatistical methods for evaluating forecast performance, parity relationships, fair value models, and flow-based models. Part III treats FX as an asset class, outlining active currency management, currency hedging, hedge accounting, high frequency and algorithmic trading in FX, and FX strategy-based products. Part IV di
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, Univ
|Number of Pages:||821|
|Author:||James, Jessica , Sarno, Lucio , Marsh, Ian W.|
|Series Title:||Wiley Handbooks in Financial Engineering and Econometrics|
|Publisher:||John Wiley & Sons|
|Publication Date:||July, 2012|
|Assembled Product Dimensions (L x W x H):||6.10 x 2.00 x 9.30 Inches|
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