Handbook of exchange rates:
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ[u.a.]
Wiley
2012
|
| Schriftenreihe: | Wiley handbooks in financial engineering and econometrics
2 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXVIII, 821 S. graph. Darst. |
| ISBN: | 9780470768839 |
Internformat
MARC
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| 245 | 1 | 0 | |a Handbook of exchange rates |c ed. by Jessica James ... |
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Datensatz im Suchindex
| _version_ | 1804148935042793472 |
|---|---|
| adam_text | Contents
preface
xxiii
Contributors
xxvii
PART ONE
Overview
Foreign Exchange Market Structure,
Players, and Evolution
1.1
Introduction,
3
1.2
Geography and Composition of Currency Trading,
4
1.2.1
Which Currencies are Traded?
6
1.2.2
What Instruments are Traded?
9
1.2.3
How is Trading Regulated?
9
1.3
Players and Information in FX Markets,
11
1.3.1
Who Needs Liquidity?
12
1.3.2
Who Provides Liquidity?
15
1.3.3
Asymmetric Information and Exchange Rate
Determination,
19
1.4
Electronic Trading Revolution in FX Markets,
21
1.4.1
The Telephone Era,
22
1.4.2
The Rise of the Computer,
22
1.4.3
Recent Developments in Electronic Trading,
30
1.5
Survey of MultibankFX Platforms,
35
1.6
Summary,
38
Glossary,
39
Acknowledgments,
41
References,
42
vu
viii Contents
jül
Macro approaches to Foreign
Exchange determination
45
2.1
Introduction,
45
2.2
Models of the Nominal Exchange Rate,
46
2.2.1
The Monetary Model,
46
2.2.2
Portfolio Balance Models,
49
2.2.3
Empirical Evidence,
51
2.3
Real Models of the Real Exchange Rate,
54
2.3.1
Purchasing Power Parity,
55
2.3.2
Balassa-Samuelson and Productivity-Based
Models,
56
2.3.3
Two-Good Models,
59
2.4
New Directions in Exchange-Rate Modeling,
60
2.4.1
Taking Reaction Functions Seriously,
60
2.4.2
The Impact of Financial Globalization,
63
2.4.3
The Risk Premium and Order Flow,
64
2.5
Conclusions,
65
Acknowledgments,
65
References,
66
Micro Approaches to Foreign
Exchange determination
73
3.1
Introduction,
73
3.2
Perspectives on Spot-Rate Dynamics,
74
3.2.1
Decomposition of Depreciation Rates,
74
3.2.2
Macro- and
Microperspectives,
77
3.3
Currency Trading Models and their Implications,
80
3.3.1
The Portfolio Shifts Model,
81
3.3.2
Empirical Implications,
88
3.4
Exchange Rates, Order Flows, and the Macro Economy,
95
3.4.1
A Micro-Based Macro model,
96
3.4.2
Empirical Implications,
100
3.5
Conclusion,
105
Appendix,
105
3.6
Acknowledgment,
108
References,
108
The Exchange Rate in a behavioral
Finance Framework
і і і
4.1
Introduction, 111
4.1.1
Mainstream Exchange Rate Models, 111
4.1.2
Away from the Mainstream,
113
Contents
4.2 Exchange Rate Puzzles, 114
4.2.1 Disconnect Puzzle
and Excess Volatility
Puzzle, 114
4.2.2
Unit Root Property,
115
4.2.3
Volatility Clustering,
118
4.2.4
Fat-Tailed Distributed Exchange Rate
Returns,
119
4.3
A Prototype Behavioral Model of the Foreign Exchange
Market,
122
4.4
Conclusion,
127
References,
129
тНЕ
evolution of Exchange rate
Regimes and some Future
Perspectives
133
5.1
Introduction,
133
5.2
A Brief History of Currency Regimes,
135
5.3
Performance of the Laisser-Faire Exchange Rate System,
1973-2010, 138
5.3.1
Market Discipline,
139
5.3.2
Economic Policy Coordination, l40
5.3.3
Integration of Emerging Market Countries into
the Global Economy,
140
5.4
Trends in Currency Use,
141
5.4.1
Global Imbalances and the Financial Crisis of
2007-2009, 143
5.5
Prospects for the Future,
144
5.5.1
The Current System,
144
5.5.2
Toward a more Managed International Monetary
System?
146
5.5.3
How and When Will Reform Occur?
150
5.5.4
A Global Nominal Anchor?
151
5.6
Concluding Comments,
153
Appendix A: A Formal Test of Hollowing Out,
154
References,
156
Exchange Rate Models and Methods
purchasing power parity in economic
History
161
6.1
Introduction,
161
Contents
6.2
Categorization of Purchasing-Power-Parity Theories,
162
6.3
Historical Application of PPP:
Premodern
Periods,
163
6.3.1
Ancient Period,
163
6.3.2
Medieval Period,
164
6.3.3
Sixteenth-Century Spain,
165
6.4
Techniques of Testing PPP Theory in Economic-History
Literature,
165
6.4.1
Comparative-Static Computation,
165
6.4.2
Regression Analysis,
165
6.4.3
Testing for Causality,
165
6.4.4
Nonstationarity and Spurious Regression,
166
6.4.5
Testing for Stationarity,
167
6.4.6
Cointegration
Analysis,
167
6.5
Price Variable in PPP Computations,
168
6.6
Modern Period: Testing of PPP,
169
6.6.1
Early North America,
169
6.6.2
Bullionist Periods,
170
6.6.3
Floating Rates
—
Second-Half of Nineteenth
Century,
171
6.6.4
Classic Metallic Standards,
172
6.6.5
World War I,
172
6.6.6
Floating Rates—
1920s, 173
6.6.7 1930s, 175
6.6.8
Internar
Period,
175
6.6.9
Spain
—
Long Term,
176
6.6.10
Guatemala
—
Long Term,
176
6.7
Analysis of U.S. Return to Gold Standard in
1879, 177
6.8
Establishment and Assessment of a Fixed Exchange Rate in
Interwar Period,
177
6.8.1
United Kingdom,
177
6.8.2
France,
179
6.9
Conclusions,
180
References,
181
purchasing power parity in tradable
Goods
189
7.1
Introduction,
189
7.2
The LOP and Price Indices,
190
7.3
Empirical Evidence on the LOP,
194
7.3.1
Early Tests of the LOP,
194
7.3.2
The Border Effect,
194
7.3.3
Barriers to Arbitrage and Nonlinearities,
195
Contents
7.3.4 The Tradable Versus Nontradable
Goods
Dichotomy,
198
7.3.5
The Aggregation Bias and Micro Price
Studies,
199
7.4
Purchasing Power Parity,
200
7.4.1
Transitory and Structural Disparities from
Parity,
203
7.5
Aggregating from the LOP to PPP: What Can We
Infer?
205
7.5.1
An Eyeball Analysis of PPP,
207
7.6
Conclusion and Implications,
213
Appendix: TAR Modeling,
214
Acknowledgments,
215
References,
215
statistical and economic methods for
Evaluating Exchange Rate
Predictability
22
î
8.1
Introduction,
221
8.2
Models for Exchange Rate Predictability,
224
8.2.1
A Present Value Model for Exchange Rates,
224
8.2.2
Predictive Regressions,
226
8.3
Statistical Evaluation of Exchange Rate Predictability,
228
8.4
Economic Evaluation of Exchange Rate Predictabuity,
231
8.4.1
The Dynamic FX Strategy,
231
8.4.2
Mean-Variance Dynamic Asset Allocation,
231
8.4.3
Performance Measures,
232
8.4.4
Transaction Costs,
234
8.5
Combined Forecasts,
235
8.6
Empirical Results,
237
8.6.1
Data on Exchange Rates and Economic
Fundamentals,
237
8.6.2
Predictive Regressions,
242
8.6.3
Statistical Evaluation,
244
8.6.4
Economic Evaluation,
249
8.7
Conclusion,
256
Appendix A: The Bootstrap Algorithm,
259
Acknowledgments,
260
References,
260
xii Contents
When Are Pooled panel-Data
Regression Forecasts of Exchange
Rates More accurate than the
Time-Series regression Forecasts?
265
9.1
Introduction,
265
9.2
Panel Data Exchange Rate Determination Studies,
267
9.3
Asymptotic Consequences of Pooling,
268
9.3.1
Predictive Regression Estimated on Full
Sample,
268
9.3.2
Out-of-Sample Prediction,
271
9.4
Monte Carlo Study,
272
9.5
An Illustration with Data,
275
9.6
Conclusions,
278
References,
279
carry Trades and Risk
283
10.1
Introduction,
283
10.2
The Carry Trade: Basic Facts,
285
10.2.1
What is a Carry Trade?
285
10.2.2
Measuring the Returns to the Carry Trade,
286
10.3
Pricing the Returns to the Carry Trade,
290
10.4
Empirical Findings,
293
10.4.1
Traditional Risk Factors,
293
10.4.2
Factors Derived from Currency Returns,
299
10.5
Time-Varying Risk and Rare Events,
308
10.6
Conclusion,
311
Acknowledgments,
311
References,
311
Currency Fair Value Models
313
11.1
Introduction,
313
11.2
Models/Taxonomy,
315
11.2.1
Adjusted PPP : HarrodBalassa-Samuelson and
Penn Effects,
315
11.2.2
The Behavioral Equilibrium Exchange Rate Family
of Models,
316
11.2.3
The Underlying Balance (UB) Approach,
320
11.2.4
External SustainabUity
(ES)
Approach,
324
11.2.5
The Natural Real Exchange Rate (NATREX),
325
11.2.6
The Indirect Fair Value (IFV),
325
11.3
Implementation Choices and Model Characteristics,
328
11.3.1
Horizon/Frequency,
329
Contents
xiii
11.3.2
Direct
Econometrie
Estimation
Versus
Methods
of Calculation ,
331
11.3.3
Treatment of External Imbalances
, 332
11.3.4
Real Versus Nominal Exchange Rates,
333
11.3.5
Bilateral Versus Effective Exchange Rate,
333
11.3.6
Time Series Versus Cross Section or Panel,
336
11.3.7
Model Maintenance,
336
11.4
Conclusion,
337
Acknowledgments,
338
References,
339
Technical Analysis in the Foreign
Exchange Market
343
12.1
Introduction,
343
12.2
The Practice of Technical Analysis,
345
12.2.1
The Philosophy of Technical Analysis,
345
12.2.2
Types of Technical Analysis,
346
12.3
Studies of Technical Analysis in the Foreign Exchange
Market,
350
12.3.1
Why Study Technical Analysis?
350
12.3.2
Survey Evidence on the Practice of Technical
Analysis,
350
12.3.3
Computing Signals and Returns,
351
12.3.4
Early Studies: Skepticism before the Tide
Turns,
353
12.3.5
Pattern Recognition, Intraday Data, and Other
Exchange Rates,
353
12.4
Explaining The Success of Technical Analysis,
355
12.4.1
Data Snooping, Publication Bias, and Data
Mining,
355
12.4.2
Temporal Variation in Trading Rule Returns,
357
12.4.3
Do Technical Trading Returns Compensate
Investors for Bearing Risk?
359
12.4.4
Does Foreign Exchange Intervention Create
Trading Rule Profits?
361
12.4.5
Do Cognitive Biases Create Trading Rule
Profits?
363
12.4.6
Do Markets Adapt to Arbitrage Away Trading
Rule Profits?
365
12.5
The Future of Research on Technical Analysis,
366
12.6
Conclusion,
367
Acknowledgments,
368
References,
368
Contents
Modeling Exchange rates with
Incomplete information
375
13.1
Introduction,
375
13.2
Basic Monetary Model,
376
13.3
Information Heterogeneity,
379
13.4
Model Uncertainty,
381
13.5
Infrequent Decision Making,
385
13.6
Conclusion,
388
Acknowledgments,
388
References,
389
Exchange Rates in a Stochastic
Discount Factor Framework
391
14.1
Introduction,
391
14.2
Exchange Rates and Stochastic Discount Factors,
392
14.2.1
Stochastic Discount Factors,
392
14.2.2
Real Exchange Rates and Currency Risk
Premia,
395
14.3
Empirical Evidence,
398
14.3.1
From UIP Regressions to Currency
Portfolios,
398
14.3.2
Annual Currency Excess Returns and Aggregate
Risk,
399
14.3.3
Monthly Currency Excess Returns,
403
14.3.4
Implications for Stochastic Discount Factors,
403
14.3.5
Predictability of Currency Excess Returns,
405
14.4
Models,
407
14.4.1
Habits,
407
14.4.2
Long-Run Risk,
411
14.4.3
Disaster Risk,
414
14.5
Conclusion,
417
References,
417
volatility and correlation timing in
Active Currency management
421
15.1
Introduction,
421
15.2
Dynamic Models for Volatility and Correlation,
424
15.2.1
The Set of Multivariate Models,
425
15.2.2
The Set of Univariate Models for Volatility
Timing,
427
15.2.3
Pairwise Model Comparisons,
427
15.2.4
Estimation
and Forecasting,
427
Contents
15.3
The Economic Value of Volatility and Correlation
Timing,
428
15.3.1
The Dynamic Strategy,
428
15.3.2
Dynamic Asset Allocation with CRRA
Utility,
428
15.3.3
Performance Measures,
429
15.3.4
Transaction Costs,
430
15.4
Parameter Uncertainty in Bayesian Asset Allocation,
430
15.5
Model Uncertainty,
431
15.5.1
The
BMA
Strategy,
432
15.5.2
The BMW Strategy,
432
15.6
Empirical Results,
432
15.6.1
Data and Descriptive Statistics,
432
15.6.2
Bayesian Estimation,
433
15.6.3
Evaluating Volatility and Correlation Timing,
434
15.7
Conclusion,
440
Appendix A: Univariate Models for Volatility Timing,
442
Appendix B: Parameter Uncertainty and the Predictive
Density,
443
Acknowledgments,
444
References,
444
PART THREE
FX Markets and Products
Active Currency Management Part I:
Is There a Premium for Currency
Investing (Beta)
451
16.1
Introduction,
451
16.2
Beta in the Foreign Exchange Markets,
453
16.2.1
Understanding the FX Carry Trade,
453
16.2.2
FX Carry as a Broader Strategy,
454
16.2.3
FX Trend-Based Strategies,
456
16.2.4
Value-Based Strategies Within FX,
458
16.2.5
USD Directional Trade,
459
16.2.6
Correlation between these FX Strategies and Other
Forms of Beta,
460
16.2.7
Weighted Portfolio of FX Strategies,
461
16.3
Multiple Forms of FX Beta,
463
16.4
Cany FX Indices from Banks,
463
16.5
Trend-Following FX Indices from Banks,
465
xvi
Contents
16.6
Conclusion,
466
References,
467
Active Currency Management Part
11:
is There Skill or Alpha in Currency
Investing?
469
17.1
Introduction,
469
17.2
Alternative Currency Management Mandates,
471
17.2.1
Featuresofa
Currency Mandate,
471
17.2.2
Structural and Operational Choices,
474
17.2.3
The Alpha Continuum and Implications of Active
Currency Mandates,
475
17.3
Benchmarks for Currency Fund Management,
475
17.3.1
A Basic Factor Model for Currency Returns,
477
17.4
Empirical Evidence with the Barclay Currency Traders
Index and Individual Fund Managers,
479
17.4.1
Empirical Evidence with the Barclay Currency
Traders Index,
479
17.4.2
Individual Currency Manager Returns,
483
17.4.3
Alternative Information Ratio,
491
17.5
Empirical Evidence: Fund Managers on the
DB FX
Select
Platform,
494
17.5.1
Grouping Managers into a Fund of Funds,
494
17.6
Conclusions and Investment Implications,
496
References,
497
Currency Hedging for International
Bond and Equity Investors
5O1
18.1
Introduction,
501
18.2
Overview of Empirical Hedging Studies,
502
18.3
Return and
Volatility Impact of Currency Hedging,
504
18.3.1
Theoretical Background,
504
18.3.2
Methodology,
506
18.3.3
Summary of Findings on the Return and Volatility
Impact of Currency Hedging,
523
18.4
Hedge Instruments
—
Currency Forwards versus
Options,
524
18.4.1
Why Do Hedge Cash Flows Matter?
524
18.4.2
Historical Performance of Hedging with
Options,
525
18.4.3
Summary of Findings on Hedging with Options
Versus Forwards,
530
Contents xvii
18.5
Managing
Tracking Error in Forward Hedges,
531
18.5.1
How Often to Rebalance?
531
18.5.2
Trigger-Based Versus Regular Rebalancing,
537
18.5.3
Summary of Findings on Hedge Rebalancing,
537
18.6
Conclusions,
539
References,
541
ШШ
FX Reserve management
543
19.1
FX Reserve Management,
543
19.2
FX Reserve Uses,
543
19.3
FX Reserve Sources,
544
19.4
Objectives of Reserves Management,
545
19.5
Techniques of Reserve Management,
545
19.6
Historical Perspective,
546
19.7
What Assets Do Central Banks Hold?
547
19.8
Constraints,
548
19.9
External Managers,
549
19.10
Costs of Accumulation and Holding of Reserves,
549
19.11
Diversification,
550
19.12
Challenges to Diversification and Size of Reserves,
550
19.13
Changing Role of the Dollar as the International Reserve
Currency,
552
19.14
Reserve Management if the Dollar is Replaced as the
Reserve Currency,
555
19.15
Conclusion,
557
Acknowledgments,
557
References,
557
SH) High Frequency Finance: Using
Scaling Laws to Build Trading Models
561
20.1
Introduction,
561
20.2
The Intrinsic Time Framework,
563
20.3
Scaling Laws,
565
20.3.1
The New Scaling Laws,
566
20.3.2
The Coastline,
571
20.4
The Scale of Market Quakes,
572
20.5
Trading Models,
575
20.5.1
Overview,
575
20.5.2
Coastline Trader,
576
20.5.3
Monthly Statistics,
578
20.6
Conclusion,
580
xviii Contents
Acknowledgments,
580
References,
580
juk
algorithmic execution in foreign
Exchange
583
21.1
Introduction,
583
21.1.1
Drawing from the Equity Market,
584
21.1.2
What is Going to Work for Foreign
Exchange?
585
21.2
Key Components of an Algorithmic Execution
Framework,
587
21.2.1
Smart Order Routing
(SOR),
587
21.2.2
Intelligence,
588
21.2.3
Speed,
589
21.3
Types of Algorithms,
590
21.3.1
TimeSlicers,
590
21.3.2
Sweeper,
590
21.3.3
Iceberg,
590
21.3.4
Opportunistic,
590
21.3.5
Participators,
592
21.3.6
Internalization Strategies,
592
21.3.7
Dynamic Algorithms,
593
21.4
What Execution Strategies are Most Effective?
593
21.4.1
Measuring Performance,
594
21.5
Looking Forward,
594
Appendix A,
594
References,
595
Foreign Exchange strategy Based
Products
597
22.1
Introduction,
597
22.2
Evolution of the Foreign Exchange Market,
598
22.2.1
Disappointing Early Years,
598
22.2.2
Emergence of Puzzles in FX,
599
22.2.3
Growth of FX Market Turnover and Currency
Managers,
600
22.3
Foreign Exchange Investable Indices and Strategy-Based
Products,
604
22.3.1
Why Profit Opportunities Exist?
604
223.2
Beta and Alpha in Foreign Exchange,
605
22.3.3
Why is FX Attractive?
611
22.3.4
Why use Strategy-Based FX Products?
617
Contents
XIX
22.4
Conclusion,
618
References,
618
Foreign Exchange Futures, Forwards,
and swaps
621
23.1
Introduction,
621
23.2
Market Basics and Size,
623
23.2.1
FX Outright Forwards and Futures,
623
23.2.2
FX Swaps and Cross-Currency Swaps,
626
23.2.3
Market Size,
633
23.3
Dislocations of the FX and Cross-Currency Swap Markets
under Financial Crises,
635
23.3.1
Japan Premium Case in the Late
1990s, 635
23.3.2
The Global Financial Crisis from
2007, 637
23.4
Conclusion,
641
Acknowledgments,
641
References,
641
ЋА
FX Options and Volatility Derivatives:
An Overview from the Buy-Side
perspective
645
24.1
Introduction,
645
24.2
Why Would One Bother with an Option?
646
24.2.1
History,
646
24.2.2
FX Options,
647
24.3
Market for FX Options,
653
24.3.1
Overview,
653
24.3.2
Players,
654
24.3.3
Setting the Price,
656
24.4
Volatility,
658
24.4.1
Overview of Models,
658
24.4.2
Some Stylized Facts and Implied Moments,
662
24.4.3
Is Volatility an Asset Class?
664
24.4.4
Anti-Black Swan Strategies,
672
24.4.5
Black Swan Strategies,
674
24.5
FX Options from the Buy-Side Perspertive,
681
24.5.1
Strike versus Leverage,
681
24.5.2
Implied Distribution,
683
24.5.3
Long-Dated Options versus Short-Dated
Option,
687
24.5.4
Black Swan Fund,
690
24.5.5
Currency Hedging of
Illiquid
Assets,
691
Contents
Acknowledgment,
693
References,
693
PART FOUR
FX Markets and Policy
A Common Framework for Thinking
ABOUT CURRENCY CRISES
697
25.1
Introduction,
697
25.2
The KFG Model,
699
25.3
Extensions,
704
25.3.1
Attack-Conditional Monetary Policy,
704
25.3.2
Devaluation,
705
25.3.3
Sterilization and Interest Rate Defense,
707
25.3.4
Lender of Last Resort and Currency Crises,
709
25.4
Empirical Work,
711
25.5
Conclusion,
712
References,
713
Official Intervention in the Foreign
Exchange market
715
26.1
Introduction,
715
26.2
Official FX Interventions and Reserve Accumulation:
Stylized Facts, Motives, and Effects,
719
26.3
Empirical Evidence on the Effectiveness of Official FX
Interventions,
723
26.3.1
A Simple Conceptual Framework,
724
26.3.2
Time-Series Approach: Evidence on Effectiveness
and Channels,
726
26.3.3
Event-Study Approach: Evidence on Longer-Term
Effectiveness,
737
26.4
Conclusions,
744
26.5
Acknowledgements,
744
References,
745
Exchange Rate misalignment
—
The
Case of the Chinese Renminbi
749
27.1
Introduction,
749
27.2
Background,
750
27.3
Undervalued or Overvalued,
752
27.3Л
The
FEER
Misalignment Estimate,
752
27.3.2
The Penn Effect Regression,
755
Contents xxi
27.3.3 Data Revision, 757
27.4
Concluding Remarks,
760
Acknowledgments,
761
References,
761
28
Choosing an Exchange rate regime
765
28.1
Five Advantages of Fixed Exchange Rates,
766
28.2
Econometric Evidence on the Bilateral Trade Effects of
Currency Regimes,
768
28.2.1
Time-Series Dimension,
769
28.2.2
Omitted Variables,
770
28.2.3
Endogeneity of the Currency Decision,
771
28.2.4
Implausible Magnitude of the Estimate,
772
28.2.5
Country Size,
773
28.3
Five Advantages of Floating Exchange Rates,
773
28.4
How to Weigh Up the Advantages of Fixing Versus
Floating,
775
28.5
Country Characteristics That Should Help Determine the
Choice of Regime,
776
28.6
Alternative Nominal Anchors,
778
References,
779
Index
783
|
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| genre_facet | Aufsatzsammlung |
| id | DE-604.BV039960399 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:15:02Z |
| institution | BVB |
| isbn | 9780470768839 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024818148 |
| oclc_num | 802342963 |
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| physical | XXVIII, 821 S. graph. Darst. |
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| series | Wiley handbooks in financial engineering and econometrics |
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| spelling | Handbook of exchange rates ed. by Jessica James ... Exchange rates Hoboken, NJ[u.a.] Wiley 2012 XXVIII, 821 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley handbooks in financial engineering and econometrics 2 Foreign exchange rates Foreign exchange Wechselkurspolitik (DE-588)4131291-0 gnd rswk-swf Wechselkurs (DE-588)4064921-0 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Wechselkurstheorie (DE-588)4124443-6 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Wechselkurs (DE-588)4064921-0 s Kreditmarkt (DE-588)4073788-3 s DE-188 Wechselkurspolitik (DE-588)4131291-0 s Wechselkurstheorie (DE-588)4124443-6 s James, Jessica 1968- (DE-588)1025345169 edt Wiley handbooks in financial engineering and econometrics 2 (DE-604)BV040383401 2 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024818148&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Handbook of exchange rates Wiley handbooks in financial engineering and econometrics Foreign exchange rates Foreign exchange Wechselkurspolitik (DE-588)4131291-0 gnd Wechselkurs (DE-588)4064921-0 gnd Kreditmarkt (DE-588)4073788-3 gnd Wechselkurstheorie (DE-588)4124443-6 gnd |
| subject_GND | (DE-588)4131291-0 (DE-588)4064921-0 (DE-588)4073788-3 (DE-588)4124443-6 (DE-588)4143413-4 |
| title | Handbook of exchange rates |
| title_alt | Exchange rates |
| title_auth | Handbook of exchange rates |
| title_exact_search | Handbook of exchange rates |
| title_full | Handbook of exchange rates ed. by Jessica James ... |
| title_fullStr | Handbook of exchange rates ed. by Jessica James ... |
| title_full_unstemmed | Handbook of exchange rates ed. by Jessica James ... |
| title_short | Handbook of exchange rates |
| title_sort | handbook of exchange rates |
| topic | Foreign exchange rates Foreign exchange Wechselkurspolitik (DE-588)4131291-0 gnd Wechselkurs (DE-588)4064921-0 gnd Kreditmarkt (DE-588)4073788-3 gnd Wechselkurstheorie (DE-588)4124443-6 gnd |
| topic_facet | Foreign exchange rates Foreign exchange Wechselkurspolitik Wechselkurs Kreditmarkt Wechselkurstheorie Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024818148&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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