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Cím:

Handbook of Exchange Rates / edited by Lucio Sarno, Jessica James, Ian W. Marsh

Megjelenés:

Hoboken : John Wiley & Sons, 2012

Terjedelem:

XXVIII, 821 p. : ill. ; 25 cm

Megjegyzések:

I., Overview. (p. 1-158.) - 1., Foreign Exchange Market Structure, Players, and Evolution. (p. 3-44.) / Michael R. King, Carol Osler, Dagfinn Rime. - 2., Macro Approaches to Foreign Exchange Determination. (p. 45-71.) / Menzie Chinn. - 3., Micro Approaches to Foreign Exchange Determination. (p. 73-110.) / Martin D. D. Evans, Dagfinn Rime. - 4., The Exchange Rate in a Behavioral Finance Framework. (p. 111-132.) / Paul De Grauwe, Pablo Rovira Kaltwasser. - 5., The Evolution of Exchange Rate Regimes and Some Future Perspectives. (p. 133-158.) / Paul R. Masson. - II., Exchange Rate Models and Methods. (p. 159-447.) - 6., Purchasing Power Parity in Economic History. (p. 159-187.) / Lawrence H. Officer. - 7., Purchasing Power Parity in Tradable Goods. (p. 189-220.) / Ian W. Marsh, Evgenia Passari, Lucio Sarno. - 8., Statistical and Economic Methods for Evaluating Exchange Rate Predictability. (p. 221-263.) / Pasquale Della Corte, Ilias Tsiakas. - 9., When Are Pooled Panel-Data Regression Forecasts of Exchange Rates More Accurate than the Time-Series Regression Forecasts? (p. 265-281.) / Nelson Mark, Donggyu Sul. - 10., Carry Trades and Risk. (p. 283-312.) / Craig Burnside - 11., Currency Fair Value Models. (p. 313-342.) / Gino Cenedese, Thomas Stolper. - 12., Technical Analysis in the Foreign Exchange Market. (p. 343-373.) / Christopher J. Neely, Paul A. Weller. - 13., Modeling Exchange Rates with Incomplete Information. (p. 375-390.) / Philippe Bacchetta, Eric van Wincoop. - 14., Exchange Rates in a Stochastic Discount Factor Framework. (p. 391-420.) / Hanno Lustig, Adrien Verdelhan. - 15., Volatility and Correlation Timing in Active Currency Management. (p. 421-447.) / Pasquale Della Corte, Lucio Sarno, Ilias Tsiakas. - III., FX Markets and Products. (p. 449-694. - 16., Active Currency Management Part I: Is There a Premium for Currency Investing (Beta). (p. 451-469.) / Geoffrey Kendrick, Saeed Amen. - 17., Active Currency Management Part II: Is There Skill or Alpha in Currency Investing? (p. 471-501.) / Richard M. Levich, Momtchil Pojarliev. - 18., Currency Hedging for International Bond and Equity Investors. (p. 503-543.) / Kristjan Kasikov. - 19., FX Reserve Management. (p. 545-561.) / Michael J. Paulus. - 20., High Frequency Finance: Using Scaling Laws to Build Trading Models. (p. 563-584.) / Alexandre Dupuis, Richard B. Olsen. - 21., Algorithmic Execution in Foreign Exchange. (p. 585-597.) / James E. Dalton. - 22., Foreign Exchange Strategy Based Products. (p. 599-621.) / Aysu Secmen. - 23., Foreign Exchange Futures, Forwards, and Swaps. (p. 623-645.) / Naohiko Baba, Yuji Sakurai, Frank Packer. - 24., FX Options and Volatility Derivatives: An Overview from the Buy-Side Perspective. (p. 647-696.) / Oleg Svirschi. - IV., FX Markets and Policy. (p. 695-782.) - 25., A Common Framework for Thinking about Currency Crises. (p. 697-716.) / Robert Flood, Nancy Marion, Juan Yepez Albornoz. - 26., Official Intervention in the Foreign Exchange Market. (p. 717-749.) / Marcel Fratzscher. - 27., Exchange Rate Misalignment-The Case of the Chinese Renminbi. (p. 751-765.) / Yin-Wong Cheung. - 28., Choosing an Exchange Rate Regime. (p. 767-784.) / Jeffrey A. Frankel.
Handbook of Exchange Rates is an impressive compilation of research from more than thirty-five leading researchers and experts on the topic. The book is clearly organized into five succinct sections that explore the foreign exchange (FX) market, from its background and economic foundation to current practices, obstacles, and policies in the modern foreign exchange market. Part I presents an overview of the history of the FX market and exchange rate regimes, the key instruments/players in the FX trading environment, and both macro and micro approaches to FX determination. Next, Part II focuses on forecasting exchange rates, featuring methodological contributions on the sstatistical methods for evaluating forecast performance, parity relationships, fair value models, and flow-based models. Part III treats FX as an asset class, outlining active currency management, currency hedging, hedge accounting, high frequency and algorithmic trading in FX, and FX strategy-based products. Part IV discusses products and pricing in FX, the FX options market, and volatility derivatives. Finally, the book concludes with a section on FX markets and policy, prediction and management of FX crises, FX regimes and policy; regulation in FX market that also features discussion of the effects of exchange rate regime choice on international trade. Each chapter follows the same easy-to-follow format. Following an introduction, a description of theory is presented along with key formulae. Next, the discussed theory is applied to a real data set and accompanied with illustrative descriptions. Exercises and real-world examples from the finance industry are spread throughout each chapter, and a summary provides a brief overview of main points and concepts.

ETO jelzet:

332.4/56 336 339.74

ISBN:

978-0-470-76883-9

Tárgyszavak:

Devizaárfolyamok
Nemzetközi pénzügy
Foreign exchange rates.
International finance.

Egyéb nevek:

Sarno, Lucio
James, Jessica (1968-)
Marsh, Ian W. (1966-)

Borító:

Kedvencek között:


	Lelőhely	Téma	Egyéb tematikus jelzet	Jelzet	Évszám	Kötet	Státusz	Előjegyz.	Mellékletek
	DEENK Böszörményi úti Campus Könyvtára Olvasóterem			339.74 H27			Helyben használható	0	0