The Foreign Exchange Market: Theory and Econometric Evidence by Richard T. Baillie, Patrick C. McMahon | | 9780521307611 | Hardcover | Barnes & Noble
The Foreign Exchange Market: Theory and Econometric Evidence

The Foreign Exchange Market: Theory and Econometric Evidence

by Richard T. Baillie, Patrick C. McMahon
     
 

ISBN-10: 0521307619

ISBN-13: 9780521307611

Pub. Date: 08/17/1989

Publisher: Cambridge University Press

This books attempts to use recent developments in macroeconomics, finance theory and econometrics to examine some of the more interesting questions concerning the foreign exchange rate market. The book uses a distinctive approach of having a fairly detailed description of a theory or model followed later with a rigorous econometric analysis of the evidence.

Overview

This books attempts to use recent developments in macroeconomics, finance theory and econometrics to examine some of the more interesting questions concerning the foreign exchange rate market. The book uses a distinctive approach of having a fairly detailed description of a theory or model followed later with a rigorous econometric analysis of the evidence.

Product Details

ISBN-13:
9780521307611
Publisher:
Cambridge University Press
Publication date:
08/17/1989
Pages:
274
Product dimensions:
5.98(w) x 8.98(h) x (d)

Related Subjects

Table of Contents

1. Historical development and institutions; 2. The theory of efficient markets; 3. Models of exchange rate behaviour; 4. Econometric methodology; 5. Expectation models; 6. Statistical properties of exchange rate series; 7. The forward rate as a predictor of the future spot rate; 8. Purchasing power and interest rate parity theories: empirical evidence; 9. Exchange rate forecasting and conclusions.

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