The Foreign Exchange Market: Empirical Studies with High-Frequency Data - Image 1

£83.73

MACMILLAN The Foreign Exchange Market: Empirical Studies with High-Frequency Data

Name: The Foreign Exchange Market: Empirical Studies with High-Frequency Data
Brand: MACMILLAN
Price: 83.73 GBP
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Description

This book brings together a number of research studies, all of which examine the behaviour of foreign exchange rates. The main focus of the collection is on empirical characterisation of high-frequency exchange rate data. The pioneering studies demonstrate and explain, amongst other things, the regular patterns in intra-day foreign exchange rate activity, the effects of macroeconomic news of rates and analyse the profitability of technical trading rules in these markets. The collection will be of use to students, academics and practitioners who are interested in exchange rate dynamics.

Product Specifications

Brand: MACMILLAN
Format: hardcover
ASIN: 0333630831
Category: Books > Subjects > Business, Finance & Law > Accounting > International
Domain: Amazon UK
Release Date: 10 August 2000
Listed Since: 27 December 2006

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MACMILLAN The Foreign Exchange Market: Empirical Studies with High-Frequency Data

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