The Foreign Exchange Market
Empirical Studies with High-Frequency Data
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Beschreibung
This book brings together a number of research studies, all of which examine the behaviour of foreign exchange rates. The main focus of the collection is on empirical characterisation of high-frequency exchange rate data. The pioneering studies demonstrate and explain, amongst other things, the regular patterns in intra-day foreign exchange rate activity, the effects of macroeconomic news of rates and analyse the profitability of technical trading rules in these markets. The collection will be of use to students, academics and practitioners who are interested in exchange rate dynamics.
Autor*in
C. Goodhart
Themen in »The Foreign Exchange Market«
bank exchange rates financial markets macroeconomics Rating Volatility international economics investments macroeconomics Rating securities Volatility banking investments and securities