Exchange Rate Modelling:
Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective? The book...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer US
1999
|
| Ausgabe: | 1st ed. 1999 |
| Schriftenreihe: | Advanced Studies in Theoretical and Applied Econometrics
37 |
| Schlagworte: | |
| Online-Zugang: | BTU01 Volltext |
| Zusammenfassung: | Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective? The book is a selective survey of current thinking on key topics in exchange rate economics, supplemented throughout by new empirical evidence. The focus is on the use of advanced econometric tools to find answers to these and other questions which are important to practitioners, policy-makers and academic economists. In addition, the book addresses more technical econometric considerations such as the importance of the choice between single-equation and system-wide approaches to modelling the exchange rate, and the reduced form versus structural equation problems. Readers will gain both a comprehensive overview of the way macroeconomists approach exchange rate modelling, and an understanding of how advanced techniques can help them explain and predict the behavior of this crucial economic variable |
| Beschreibung: | 1 Online-Ressource (XII, 222 p) |
| ISBN: | 9781475729979 |
| DOI: | 10.1007/978-1-4757-2997-9 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV046874351 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 200828s1999 |||| o||u| ||||||eng d | ||
| 020 | |a 9781475729979 |9 978-1-4757-2997-9 | ||
| 024 | 7 | |a 10.1007/978-1-4757-2997-9 |2 doi | |
| 035 | |a (ZDB-2-SBE)978-1-4757-2997-9 | ||
| 035 | |a (OCoLC)903195221 | ||
| 035 | |a (DE-599)BVBBV046874351 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-634 | ||
| 082 | 0 | |a 330.015195 |2 23 | |
| 084 | |a QH 330 |0 (DE-625)141569: |2 rvk | ||
| 084 | |a QM 331 |0 (DE-625)141778: |2 rvk | ||
| 100 | 1 | |a MacDonald, Ronald |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Exchange Rate Modelling |c by Ronald MacDonald, Ian Marsh |
| 250 | |a 1st ed. 1999 | ||
| 264 | 1 | |a New York, NY |b Springer US |c 1999 | |
| 300 | |a 1 Online-Ressource (XII, 222 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Advanced Studies in Theoretical and Applied Econometrics |v 37 | |
| 520 | |a Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective? The book is a selective survey of current thinking on key topics in exchange rate economics, supplemented throughout by new empirical evidence. The focus is on the use of advanced econometric tools to find answers to these and other questions which are important to practitioners, policy-makers and academic economists. In addition, the book addresses more technical econometric considerations such as the importance of the choice between single-equation and system-wide approaches to modelling the exchange rate, and the reduced form versus structural equation problems. Readers will gain both a comprehensive overview of the way macroeconomists approach exchange rate modelling, and an understanding of how advanced techniques can help them explain and predict the behavior of this crucial economic variable | ||
| 650 | 4 | |a Econometrics | |
| 650 | 4 | |a Macroeconomics/Monetary Economics//Financial Economics | |
| 650 | 4 | |a International Economics | |
| 650 | 4 | |a Econometrics | |
| 650 | 4 | |a Macroeconomics | |
| 650 | 4 | |a International economics | |
| 650 | 0 | 7 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Wechselkurs |0 (DE-588)4064921-0 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Wechselkurs |0 (DE-588)4064921-0 |D s |
| 689 | 0 | 1 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Marsh, Ian |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9781441951137 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9780792386681 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 9781475729986 |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-1-4757-2997-9 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-2-SBE |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SBE_Archiv | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-032284483 | ||
| 966 | e | |u https://doi.org/10.1007/978-1-4757-2997-9 |l BTU01 |p ZDB-2-SBE |q ZDB-2-SBE_Archiv |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804181725630169088 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | MacDonald, Ronald Marsh, Ian |
| author_facet | MacDonald, Ronald Marsh, Ian |
| author_role | aut aut |
| author_sort | MacDonald, Ronald |
| author_variant | r m rm i m im |
| building | Verbundindex |
| bvnumber | BV046874351 |
| classification_rvk | QH 330 QM 331 |
| collection | ZDB-2-SBE ZDB-2-BAE |
| ctrlnum | (ZDB-2-SBE)978-1-4757-2997-9 (OCoLC)903195221 (DE-599)BVBBV046874351 |
| dewey-full | 330.015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.015195 |
| dewey-search | 330.015195 |
| dewey-sort | 3330.015195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-1-4757-2997-9 |
| edition | 1st ed. 1999 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03201nmm a2200577zcb4500</leader><controlfield tag="001">BV046874351</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">200828s1999 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781475729979</subfield><subfield code="9">978-1-4757-2997-9</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-1-4757-2997-9</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-2-SBE)978-1-4757-2997-9</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)903195221</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV046874351</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.015195</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 330</subfield><subfield code="0">(DE-625)141569:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QM 331</subfield><subfield code="0">(DE-625)141778:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">MacDonald, Ronald</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Exchange Rate Modelling</subfield><subfield code="c">by Ronald MacDonald, Ian Marsh</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1st ed. 1999</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York, NY</subfield><subfield code="b">Springer US</subfield><subfield code="c">1999</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XII, 222 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Advanced Studies in Theoretical and Applied Econometrics</subfield><subfield code="v">37</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective? The book is a selective survey of current thinking on key topics in exchange rate economics, supplemented throughout by new empirical evidence. The focus is on the use of advanced econometric tools to find answers to these and other questions which are important to practitioners, policy-makers and academic economists. In addition, the book addresses more technical econometric considerations such as the importance of the choice between single-equation and system-wide approaches to modelling the exchange rate, and the reduced form versus structural equation problems. Readers will gain both a comprehensive overview of the way macroeconomists approach exchange rate modelling, and an understanding of how advanced techniques can help them explain and predict the behavior of this crucial economic variable</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Macroeconomics/Monetary Economics//Financial Economics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">International Economics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Macroeconomics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">International economics</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wechselkurs</subfield><subfield code="0">(DE-588)4064921-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Wechselkurs</subfield><subfield code="0">(DE-588)4064921-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Ökonometrisches Modell</subfield><subfield code="0">(DE-588)4043212-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Marsh, Ian</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9781441951137</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9780792386681</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">9781475729986</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-1-4757-2997-9</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SBE</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SBE_Archiv</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-032284483</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1007/978-1-4757-2997-9</subfield><subfield code="l">BTU01</subfield><subfield code="p">ZDB-2-SBE</subfield><subfield code="q">ZDB-2-SBE_Archiv</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV046874351 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T15:15:41Z |
| indexdate | 2024-07-10T08:56:13Z |
| institution | BVB |
| isbn | 9781475729979 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-032284483 |
| oclc_num | 903195221 |
| open_access_boolean | |
| owner | DE-634 |
| owner_facet | DE-634 |
| physical | 1 Online-Ressource (XII, 222 p) |
| psigel | ZDB-2-SBE ZDB-2-BAE ZDB-2-SBE_Archiv ZDB-2-SBE ZDB-2-SBE_Archiv |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Springer US |
| record_format | marc |
| series2 | Advanced Studies in Theoretical and Applied Econometrics |
| spelling | MacDonald, Ronald Verfasser aut Exchange Rate Modelling by Ronald MacDonald, Ian Marsh 1st ed. 1999 New York, NY Springer US 1999 1 Online-Ressource (XII, 222 p) txt rdacontent c rdamedia cr rdacarrier Advanced Studies in Theoretical and Applied Econometrics 37 Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective? The book is a selective survey of current thinking on key topics in exchange rate economics, supplemented throughout by new empirical evidence. The focus is on the use of advanced econometric tools to find answers to these and other questions which are important to practitioners, policy-makers and academic economists. In addition, the book addresses more technical econometric considerations such as the importance of the choice between single-equation and system-wide approaches to modelling the exchange rate, and the reduced form versus structural equation problems. Readers will gain both a comprehensive overview of the way macroeconomists approach exchange rate modelling, and an understanding of how advanced techniques can help them explain and predict the behavior of this crucial economic variable Econometrics Macroeconomics/Monetary Economics//Financial Economics International Economics Macroeconomics International economics Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Wechselkurs (DE-588)4064921-0 gnd rswk-swf Wechselkurs (DE-588)4064921-0 s Ökonometrisches Modell (DE-588)4043212-9 s DE-604 Marsh, Ian aut Erscheint auch als Druck-Ausgabe 9781441951137 Erscheint auch als Druck-Ausgabe 9780792386681 Erscheint auch als Druck-Ausgabe 9781475729986 https://doi.org/10.1007/978-1-4757-2997-9 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | MacDonald, Ronald Marsh, Ian Exchange Rate Modelling Econometrics Macroeconomics/Monetary Economics//Financial Economics International Economics Macroeconomics International economics Ökonometrisches Modell (DE-588)4043212-9 gnd Wechselkurs (DE-588)4064921-0 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4064921-0 |
| title | Exchange Rate Modelling |
| title_auth | Exchange Rate Modelling |
| title_exact_search | Exchange Rate Modelling |
| title_exact_search_txtP | Exchange Rate Modelling |
| title_full | Exchange Rate Modelling by Ronald MacDonald, Ian Marsh |
| title_fullStr | Exchange Rate Modelling by Ronald MacDonald, Ian Marsh |
| title_full_unstemmed | Exchange Rate Modelling by Ronald MacDonald, Ian Marsh |
| title_short | Exchange Rate Modelling |
| title_sort | exchange rate modelling |
| topic | Econometrics Macroeconomics/Monetary Economics//Financial Economics International Economics Macroeconomics International economics Ökonometrisches Modell (DE-588)4043212-9 gnd Wechselkurs (DE-588)4064921-0 gnd |
| topic_facet | Econometrics Macroeconomics/Monetary Economics//Financial Economics International Economics Macroeconomics International economics Ökonometrisches Modell Wechselkurs |
| url | https://doi.org/10.1007/978-1-4757-2997-9 |
| work_keys_str_mv | AT macdonaldronald exchangeratemodelling AT marshian exchangeratemodelling |