Exchange Rate Modeling and Forecasting
Seiten
2023
Routledge (Verlag)
978-0-415-89099-1 (ISBN)
Routledge (Verlag)
978-0-415-89099-1 (ISBN)
- Noch nicht erschienen
- Versandkostenfrei
- Auch auf Rechnung
- Artikel merken
This book can be used as a text or reference resource in empirical international finance. It covers the empirical implementation of exchange rate and currency risk models and techniques, exploring methods used by practitioners and central bankers.
Exchange Rate Modeling and Forecasting presents the main empirical developments in the exchange rate modelling literature from a practitioner’s perspective. The author examines in detail how various international finance theories can be econometrically tested, and gives examples of the current state-of-the-art methods used by practitioners in this field. The book covers the empirical implementation of the leading macroeconomic exchange rate models, the basic currency risk modeling techniques, and empirical exchange rate microstructure models. It also explores the leading methods used by practitioners and central bankers to extract exchange rate expectations from currency options.
Exchange Rate Modeling and Forecasting presents the main empirical developments in the exchange rate modelling literature from a practitioner’s perspective. The author examines in detail how various international finance theories can be econometrically tested, and gives examples of the current state-of-the-art methods used by practitioners in this field. The book covers the empirical implementation of the leading macroeconomic exchange rate models, the basic currency risk modeling techniques, and empirical exchange rate microstructure models. It also explores the leading methods used by practitioners and central bankers to extract exchange rate expectations from currency options.
Marian Micu is the Senior Vice President at FXFI, Portfolio Management Group, BlackRock, and a Lecturer in Finance in the Masters of Financial Engineering Program at Haas Business School, University of California Berkeley, USA.
1. Foreign Exchange Market: Institutions and Instruments 2. Currency Prediction with Traditional Macroeconomic Models 3. Monetary Policy and the Exchange Rate Behaviour 4. Foreign Exchange Microstructure Models 5. Modelling Exchange Rate Expectation with Currency Derivatives 6. Quantitative Methods for Currency Investing 7. Modelling and Forecasting the Exchange Rate Volatility 8 FX Risk Factors and Currency Crises
| Erscheint lt. Verlag | 31.12.2023 |
|---|---|
| Zusatzinfo | 40 Tables, black and white; 25 Line drawings, black and white; 15 Illustrations, black and white |
| Verlagsort | London |
| Sprache | englisch |
| Maße | 152 x 229 mm |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
| Wirtschaft ► Betriebswirtschaft / Management ► Rechnungswesen / Bilanzen | |
| Wirtschaft ► Betriebswirtschaft / Management ► Unternehmensführung / Management | |
| Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie | |
| ISBN-10 | 0-415-89099-3 / 0415890993 |
| ISBN-13 | 978-0-415-89099-1 / 9780415890991 |
| Zustand | Neuware |
| Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
Allgemeines Steuerrecht, Abgabenordnung, Umsatzsteuer
Buch (2024)
Springer Gabler (Verlag)
CHF 39,20
Grundlagen, Beispiele, Übungsaufgaben mit Musterlösungen
Buch | Softcover (2024)
Vahlen (Verlag)
CHF 34,85
