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Foreign Exchange Market: Theory and Econometric Evidence by Richard Baillie, Patrick McMahon

Foreign Exchange Market: Theory and Econometric Evidence

by Richard Baillie , Patrick McMahon
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Book cover type: Paperback
  • ISBN13: 9780521396905
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Cambridge University Press
  • Publisher Imprint: Cambridge University Press
  • Publication Date:
  • Pages: 276
  • Original Price: GBP 34.0
  • Language: English
  • Edition: N/A
  • Item Weight: 427 grams
  • BISAC Subject(s): Foreign Exchange

This book provides an integrated approach to recent developments in the understanding of foreign exchange markets. It covers the theory of efficient markets as developed in finance, and the models used to explain the movements of exchange rates in macroeconomics. The authors deal with the econometric estimation and testing of different models and theories of the foreign exchange market and macro-economy.

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