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Author : Christiaan Cornelis Petrus Wolff
Publisher :
ISBN 13 :
Total Pages : 40 pages
Book Rating : 4.X/5 (1 download)
Download or read book Forward Foreign Exchange Rates and Expected Future Spot Rates written by Christiaan Cornelis Petrus Wolff and published by . This book was released on 1987 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Cheol S. Eun
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.3/5 ( download)
Download or read book The Forward Exchange Rate as a Predictor of the Future Spot Rate written by Cheol S. Eun and published by . This book was released on 1998 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter Isard
Publisher :
ISBN 13 :
Total Pages : 74 pages
Book Rating : 4.4/5 (91 download)
Download or read book Exchange-rate Determination written by Peter Isard and published by . This book was released on 1978 with total page 74 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Christiaan Cornelis Petrus Wolff
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.X/5 (1 download)
Download or read book Forward Foreign Exchange Rates, Expected Spot Rates, and Premia written by Christiaan Cornelis Petrus Wolff and published by . This book was released on 1987 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : I. Moosa
Publisher : Springer
ISBN 13 : 0230379001
Total Pages : 420 pages
Book Rating : 4.2/5 (33 download)
Download or read book Exchange Rate Forecasting: Techniques and Applications written by I. Moosa and published by Springer. This book was released on 2016-02-05 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting exchange rates is a variable that preoccupies economists, businesses and governments, being more critical to more people than any other variable. In Exchange Rate Forecasting the author sets out to provide a concise survey of the techniques of forecasting - bringing together the various forecasting methods and applying them to the exchange rate in a highly accessible and readable manner. Highly practical in approach, the book provides an understanding of the techniques of forecasting with an emphasis on its applications and use in business decision-making, such as hedging, speculation, investment, financing and capital budgeting. In addition, the author also considers recent developments in the field, notably neural networks and chaos, again, with easy-to-understand explanations of these "rocket science" areas. The practical approach to forecasting is also reflected in the number of examples that pepper the text, whilst descriptions of some of the software packages that are used in practice to generate forecasts are also provided.
Author : R. Hodrick
Publisher : Routledge
ISBN 13 : 1136455280
Total Pages : 131 pages
Book Rating : 4.1/5 (364 download)
Download or read book The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets written by R. Hodrick and published by Routledge. This book was released on 2014-05-01 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robert Hodrick provides a foundation for developing quantitive measures of risk and expected return in international finance.
Author : Ross Levine
Publisher :
ISBN 13 :
Total Pages : 50 pages
Book Rating : 4.3/5 ( download)
Download or read book The Pricing of Forward Exchange Rates written by Ross Levine and published by . This book was released on 1987 with total page 50 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Craig Hakkio
Publisher : Routledge
ISBN 13 : 1351801686
Total Pages : 100 pages
Book Rating : 4.3/5 (518 download)
Download or read book Expectations and the Foreign Exchange Market written by Craig Hakkio and published by Routledge. This book was released on 2017-04-21 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1984. This book examines two important dimensions of efficiency in the foreign exchange market using econometric techniques. It responds to the macroeconomics trend to re-examining the theories of exchange rate determination following the erratic behaviour of exchange rates in the late 1970s. In particular the text looks at the relation between spot and forward exchange rates and the term structure of the forward premium, both of which require a joint test of market efficiency and the equilibrium model. Approaches used are the regression of spot rates on lagged forward rates and an explicit time series analysis of the spot and forward rates, using data from Canada, the United Kingdom, the Netherlands, Switzerland and Germany.
Author : Robert J. Hodrick
Publisher : CRC Press
ISBN 13 : 1000943380
Total Pages : 190 pages
Book Rating : 4.0/5 (9 download)
Download or read book Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets written by Robert J. Hodrick and published by CRC Press. This book was released on 2023-08-18 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a critical review of the empirical literature that studies the efficiency of the forward and futures markets for foreign exchange. It provides a useful foundation for research in developing quantitative measures of risk and expected return in international finance.
Author : Jeffrey A. Frankel
Publisher : MIT Press
ISBN 13 : 9780262061544
Total Pages : 468 pages
Book Rating : 4.0/5 (615 download)
Download or read book On Exchange Rates written by Jeffrey A. Frankel and published by MIT Press. This book was released on 1993 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: These seventeen essays provide an accessible and thorough reference for understanding the role of exchange rates in the international monetary system since 1973, when the rates were allowed to float. The essays analyze such issues as exchange rate movements, exchange risk premia, investor expectations of exchange rates and behavior of exchange rates in different systems. Frankel's sound empirical treatment of exchange rate questions shows that it is possible to produce work that is interesting from a purely intellectual viewpoint while contributing to practical knowledge of the real world of international economics and finance.The essays have been organized in a way that provides an introduction to the field of empirical international finance. Part I documents the steady reduction in barriers to international capital movement and leads logically to part II, which explains how exchange rates are determined. Both monetary and portfolio-based models are surveyed in part II, providing a clear transition to the topic of part III; the possible existence of an exchange risk premium. Part IV applies the tools discussed in earlier sections to explore various policy questions related to exchange rate expectations such as whether foreign exchange intervention matters and whether the European monetary system had become credible by 1991. Each part begins with a detailed introduction explaining not only the central issues of that section but also suggesting connections with other essays in the book.Jeffrey A. Frankel is Professor of Economics at the University of California, Berkeley.
Author : Christiaan Cornelis Petrus Wolff
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (555 download)
Download or read book Forward Exchange Rates and Expected Future Spot Rates written by Christiaan Cornelis Petrus Wolff and published by . This book was released on 1987 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ross Levine
Publisher :
ISBN 13 :
Total Pages : 84 pages
Book Rating : 4.3/5 ( download)
Download or read book The Forward Exchange Rate Bias written by Ross Levine and published by . This book was released on 1988 with total page 84 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter B. Kenen
Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.0/5 ( download)
Download or read book Forward Rates, Interest Rates, and Expectations Under Alternative Exchange Rate Regimes written by Peter B. Kenen and published by . This book was released on 1986 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mr.Peter Isard
Publisher : International Monetary Fund
ISBN 13 : 1451922043
Total Pages : 32 pages
Book Rating : 4.4/5 (519 download)
Download or read book Realignment Expectations, Forward Rate Bias, and Sterilized Intervention in an Adjustable Peg Exchange Rate Model with Policy Optimization written by Mr.Peter Isard and published by International Monetary Fund. This book was released on 1994-02-01 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paper models an adjustable peg exchange rate arrangement as a policy rule with an escape clause under which the timing and magnitudes of realignments are the outcomes of policy optimization decisions. Under the assumptions that market participants are rational, risk averse, and fully informed about the incentives of policymakers, the analysis focuses on the implications for relating realignment expectations to the state variables that enter the policy objective function, for modeling the bias in using forward exchange rates to predict future spot rates, and for characterizing the effectiveness of sterilized intervention.
Author : Christina K. Y. Ching
Publisher :
ISBN 13 :
Total Pages : 108 pages
Book Rating : 4.3/5 (121 download)
Download or read book Currency Futures written by Christina K. Y. Ching and published by . This book was released on 1988 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lars E. O. Svensson
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.:/5 (318 download)
Download or read book Monetary Policy with Flexible Exchange Rates and Forward Interest Rates as Indicators written by Lars E. O. Svensson and published by . This book was released on 1994 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the new situation with flexible exchange rates, monetary policy in Europe will have to rely more on indicators than previously under fixed rates. One of the potential indicators, the forward interest rate curve, can be used to indicate market expectations of the time-paths of future short interest rates, monetary policy, inflation rates and currency depreciation rates. The forward rate curve separates market expectations for the short, medium and long term more easily than the standard yield curve. Monetary policy in France, Germany, Great Britain, Sweden and the United States is interpreted with the help of forward rates.
Author : Jacob A. Frenkel
Publisher : Routledge
ISBN 13 : 1135039461
Total Pages : 252 pages
Book Rating : 4.1/5 (35 download)
Download or read book The Economics of Exchange Rates (Collected Works of Harry Johnson) written by Jacob A. Frenkel and published by Routledge. This book was released on 2013-07-18 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: The studies in this book deal with the determination of foreign exchange rates and the characteristics of the foreign exchange market. Analysis is made of flexible exchange rates through an approach developed by the authors, called the ‘asset-market approach’. Theory is combined with practical application in a clear concise way that will be understood by readers with a basic understanding of economics.
