Book Detail
All prices are approximate and are subject to change.
Undergraduate Titles > Business Administration
Exchange Rate Modeling and Forecasting
Micu, Marian
ISBN 13: 
9780415890984
ISBN 10: 
0415890985
Category: 
Business Administration
Edition: 
1
Publisher: 
Taylor & Francis
Publication Date: 
07/2035
Format: 
Cloth
Status: 
Not Yet Published
Imprint: 
Routledge
Affiliation: 
University of California - Berkeley, USA
Pages: 
350
Weight: 
2
Retail Price: 
120.00 (Tentative Price May Change)
Quantity On Hand: 
0
Quantity On Order: 
0
Email | Print

Synopsis:

Exchange Rate Modeling and Forecasting presents the main empirical developments in the exchange rate modelling literature from a practitioner’s perspective. The author examines in detail how various international finance theories can be econometrically tested, and gives examples of the current state-of-the-art methods used by practitioners in this field. The book covers the empirical implementation of the leading macroeconomic exchange rate models, the basic currency risk modeling techniques, and empirical exchange rate microstructure models. It also explores the leading methods used by practitioners and central bankers to extract exchange rate expectations from currency options.


2010 - 2020 © Rittenhouse Book Distributors, Inc. 511 Feheley Drive, King of Prussia, PA 19406 | P: 800-345-6425 | F: 800-223-7488 |