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

 
9780333630839: The Foreign Exchange Market: Empirical Studies with High-Frequency Data
Hardcover
ISBN 10: 0333630831 ISBN 13: 9780333630839
Verlag: Palgrave Macmillan, 2000

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

CHARLES GOODHART is the Norman Sosnow Professor of Banking and Finance at the London School of Economics. In 1997 he was appointed one of the outside independent members of the Bank of England's new Monetary Policy Committee. Besides numerous articles, he has written two books on monetary history, and a graduate monetary textbook, Money, Information and Uncertainty. He has also published two collections of papers on monetary policy, Monetary Theory and Practice (1984) The Central Bank and The Financial System (1995), and an institutional study of The Evolution of Central Banks (1988).

RICHARD PAYNE is a Lecturer in Finance in the Department of Accounting and Finance at the London School of Economics and Political Science. He completed a PhD in Economics at the LSE in 1998. His research interests include financial econometrics, empirical market microstructure and international finance.

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Verlag
Palgrave Macmillan
Erscheinungsdatum
2000
Sprache
Englisch
ISBN 10 
0333630831
ISBN 13 
9780333630839
Einband
Gebundene Ausgabe
Anzahl der Seiten
573
Herausgeber
Goodhart C., Payne R.
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