The Foreign Exchange Market: Theory and Econometric Evidence
by Richard T. Baillie
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List Price: $43.00
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Manufacturer: Cambridge University Press
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Binding: Paperback
Dewey Decimal Number: 339
EAN: 9780521396905
ISBN: 0521396905
Label: Cambridge University Press
Number Of Items: 1
Number Of Pages: 276
Publication Date: 1990-10-26
Publisher: Cambridge University Press
Studio: Cambridge University Press
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Editorial Reviews:
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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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