The Foreign Exchange Market: Theory and Econometric Evidence

The Foreign Exchange Market: Theory and Econometric Evidence
Автор
 
Год
 
Страниц
 
288
ISBN
 
0521396905
Издатель
 
Cambridge University Press
Категория
 
Валюта

Описание:

This book provides an integrated approach to recent developments in the understanding of foreign exchange markets. It covers the theory of efficient markets as developed in finance, and the models used to explain the movements of exchange rates in macroeconomics. The authors deal with the econometric estimation and testing of different models and theories of the foreign exchange market and macro-economy.

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