Handbook of exchange rates:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Hoboken, New Jersey
Wiley
2012
|
| Schriftenreihe: | Wiley handbooks in financial engineering and econometrics
|
| Schlagworte: | |
| Online-Zugang: | TUM01 Volltext |
| Beschreibung: | Includes bibliographical references and index 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 "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"-- |
| Beschreibung: | 1 Online-Ressource (xxviii, 821 p.) graph. Darst. |
| ISBN: | 1118445759 1118445783 1283665034 9781118445754 9781118445785 9781283665032 |
Internformat
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| 245 | 1 | 0 | |a Handbook of exchange rates |c ed. by Jessica James ... |
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| 500 | |a Includes bibliographical references and index | ||
| 500 | |a 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 | ||
| 500 | |a "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"-- | ||
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| 650 | 7 | |a BUSINESS & ECONOMICS / Foreign Exchange |2 bisacsh | |
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Datensatz im Suchindex
| _version_ | 1804150414935851008 |
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| author_GND | (DE-588)1025345169 (DE-588)128576553 (DE-588)128432608 |
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| dewey-full | 332.4/56 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.4/56 |
| dewey-search | 332.4/56 |
| dewey-sort | 3332.4 256 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV041051427 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:38:33Z |
| institution | BVB |
| isbn | 1118445759 1118445783 1283665034 9781118445754 9781118445785 9781283665032 |
| language | English |
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| physical | 1 Online-Ressource (xxviii, 821 p.) graph. Darst. |
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| publisher | Wiley |
| record_format | marc |
| series2 | Wiley handbooks in financial engineering and econometrics |
| spelling | Handbook of exchange rates ed. by Jessica James ... Hoboken, New Jersey Wiley 2012 1 Online-Ressource (xxviii, 821 p.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Wiley handbooks in financial engineering and econometrics Includes bibliographical references and index 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 "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"-- MATHEMATICS / Probability & Statistics / General bisacsh BUSINESS & ECONOMICS / Foreign Exchange bisacsh Wirtschaft Foreign exchange rates Foreign exchange Wechselkurstheorie (DE-588)4124443-6 gnd rswk-swf Wechselkurspolitik (DE-588)4131291-0 gnd rswk-swf Wechselkurs (DE-588)4064921-0 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 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- Sonstige (DE-588)1025345169 oth Marsh, Ian 1966- Sonstige (DE-588)128576553 oth Sarno, Lucio 1970- Sonstige (DE-588)128432608 oth Erscheint auch als Druck-Ausgabe, Hardcover 0-470-76883-5 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-470-76883-9 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=490562 Verlag Volltext |
| spellingShingle | Handbook of exchange rates MATHEMATICS / Probability & Statistics / General bisacsh BUSINESS & ECONOMICS / Foreign Exchange bisacsh Wirtschaft Foreign exchange rates Foreign exchange Wechselkurstheorie (DE-588)4124443-6 gnd Wechselkurspolitik (DE-588)4131291-0 gnd Wechselkurs (DE-588)4064921-0 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4124443-6 (DE-588)4131291-0 (DE-588)4064921-0 (DE-588)4073788-3 (DE-588)4143413-4 |
| title | Handbook of 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 | MATHEMATICS / Probability & Statistics / General bisacsh BUSINESS & ECONOMICS / Foreign Exchange bisacsh Wirtschaft Foreign exchange rates Foreign exchange Wechselkurstheorie (DE-588)4124443-6 gnd Wechselkurspolitik (DE-588)4131291-0 gnd Wechselkurs (DE-588)4064921-0 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | MATHEMATICS / Probability & Statistics / General BUSINESS & ECONOMICS / Foreign Exchange Wirtschaft Foreign exchange rates Foreign exchange Wechselkurstheorie Wechselkurspolitik Wechselkurs Kreditmarkt Aufsatzsammlung |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=490562 |
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