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Price distribution over 65 days • 1 price levels

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Most common price: £100 (65 days, 100.0%)

Price range: £100 - £100

Price levels: 1 different prices over 65 days

Description

Foreign Exchange Market Intervention: Market Microstructure Models and Empirical Investigations investigates the effectiveness of government intervention from the market microstructure perspective, especially focusing on its impact concerning the setting of bid-ask exchange rates (from the Plaza Agreement to the Louvre Accord). The authors test the effect of intervention on the dealers behavior in controlling his/her inventory to set the quotation of exchange rates. The authors also examine the relative importance of the inventory cost in three components of the bid-ask spread. Finally, they analyze the impact of intervention on a spread. This book develops new econometric models which have produced results for sound FOREX and financial management strategies. This book is multi-disciplinary, technical and specialized, but focused on contemporary and emerging issues in FOREX and financial markets in addressing the issues of financial markets and for theory and hypothesis development which have general implications for finance theory.

Product Specifications

Format: hardcover
ASIN: 1536147109
Category: Books > Subjects > Business, Finance & Law > Accounting
Domain: Amazon UK
Release Date: 28 February 2019
Listed Since: 22 October 2018

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Foreign Exchange Market Intervention: Market Microstructure Models and Empirical Investigations

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Foreign Exchange Market Intervention: Market Microstructure Models and Empirical Investigations

Price History & Forecast

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Barcode

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