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LEADER 00000cam a2201105 a 4500
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099 eBook O’Reilly for Public Libraries
245 00 Handbook of exchange rates /|cedited by Jessica James, Ian
W. Marsh, Lucio Sarno.|h[O'Reilly electronic resource]
260 Hoboken, New Jersey :|bJohn Wiley & Sons, Inc.,|c©2012.
300 1 online resource (xxviii, 821 pages) :|billustrations
336 text|btxt|2rdacontent
337 computer|bc|2rdamedia
338 online resource|bcr|2rdacarrier
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RDAColourContent/1003
347 data file
504 Includes bibliographical references and index.
505 0 Part I. Overview. 1. Foreign Exchange Market Structure,
Players and Evolution -- 2. Macro Approaches to Foreign
Exchange Determination -- 3. Micro Approaches to Foreign
Exchange Determination -- 4. The Exchange Rate in a
Behavioural Finance Framework -- 5. The Evolution of
Exchange Rate Regimes and Some Future Perspective -- Part
II. Exchange Rate Models and Methods. 6. Purchasing Power
Parity in Economic History -- 7. Purchasing Power Parity
in Tradable Goods -- 8. Statistical and Economic Methods
for Evaluating Exchange Rate Predictability -- 9. When Are
Pooled Panel-Data Regression Forecasts of Exchange Rates
More Accurate than the Time-Series Regression Forecasts? -
- 10. Carry Trades and Risk -- 11. Currency Fair Value
Models -- 12. Technical Analysis in the Foreign Exchange
Market 13. Modeling Exchange Rates with Incomplete
Information -- 14. Exchange Rates in a Stochastic Discount
Factor Framework -- 15. Volatility and Correlation Timing
in Active Currency Management -- Part III. FX Markets and
Products. 16. Is There a Premium for Currency Investing
(Beta) -- 17. Is There Skill or Alpha in Currency
Investing? -- 18. Currency Hedging for International Bond
and Equity Investors -- 19. FX Reserve Management -- 20.
High frequency finance: Using scaling laws to build
trading models -- 21. Algorithmic Execution in Foreign
Exchange -- 22. Foreign Exchange Strategy Based Products -
- 23. Foreign exchange futures, forwards and swaps -- 24.
Options and Volatility Derivatives -- Part IV. FX Markets
and Policy. 25. A Common Framework for Thinking about
Currency Crises -- 26. Official Intervention in the
Foreign Exchange Market -- 27. Exchange Rate Misalignment:
The Case of the Chinese Renminbi -- 28. Choosing an
Exchange Rate Regime.
520 "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"--|cProvided by publisher
546 English.
588 0 Print version record.
590 O'Reilly|bO'Reilly Online Learning: Academic/Public
Library Edition
650 0 Foreign exchange rates.
650 0 Foreign exchange.
650 0 Money|vTables.
650 6 Taux de change.
650 6 Change.
650 7 Money|2fast
650 7 Foreign exchange|2fast
650 7 Foreign exchange rates|2fast
655 7 tables (documents)|2aat
655 7 Tables (Data)|2fast
655 7 Tables|2fast
655 7 Tables (Data)|2lcgft
655 7 Tables (Données)|2rvmgf
700 1 James, Jessica,|d1968-|1https://id.oclc.org/worldcat/
entity/E39PCjGCtWB8ddgjPDcMcyp4WP
700 1 Marsh, Ian W.,|d1966-|1https://id.oclc.org/worldcat/entity
/E39PCjyDFhPydtfYQmCMhdVKkC
700 1 Sarno, Lucio.
776 08 |iPrint version:|tHandbook of exchange rates.|dHoboken,
New Jersey : John Wiley & Sons, Inc., ©2012|z9780470768839
|w(DLC) 2011052323|w(OCoLC)769989867
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