Intradaily Exchange Rate Movements

Intradaily Exchange Rate Movements

by Dominique M. Guillaume

Paperback(Softcover reprint of the original 1st ed. 2000)

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Product Details

ISBN-13: 9781461370895
Publisher: Springer US
Publication date: 10/03/2012
Edition description: Softcover reprint of the original 1st ed. 2000
Pages: 162
Product dimensions: 6.10(w) x 9.25(h) x 0.02(d)

About the Author

Dominique Guillaume (1966) is currently at the International Monetary Fund. He holds a Ph.D. in Economics from the University of Louvain and is a former researcher at the Financial Markets Group at the London School of Economics and the Institute of Economics and Stastistics at Oxford University.

Table of Contents

Preface. Acknowledgements and Copyrights. 1. Typology of FX Models. 2. A Survey of New Stylised Facts. 3. Chaos in the FX markets. 4. Nonlinearities in the FX rates. 5. Intradaily GARCH Processes. 6. Technical Analysis. Bibliography. Index.

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