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eISBN : 9781118445754

Sommaire : Preface
Contributors
Part One Overview

1 Foreign Exchange Market Structure, Players, and Evolution
2 Macro Approaches to Foreign Exchange Determination
3 Micro Approaches to Foreign Exchange Determination
4 The Exchange Rate in a Behavioral Finance Framework
5 The Evolution of Exchange Rate Regimes and Some Future Perspectives

Part Two Exchange Rate Models and Methods

6 Purchasing Power Parity in Economic History
7 Purchasing Power Parity in Tradable Goods
8 Statistical and Economic Methods for Evaluating Exchange Rate Predictability
9 When Are Pooled Panel-Data Regression Forecasts of Exchange Rates More Accurate than the Time-Series Regression Forecasts?
10 Carry Trades and Risk
11 Currency Fair Value Models
12 Technical Analysis in the Foreign Exchange Market
13 Modeling Exchange Rates with Incomplete Information
14 Exchange Rates in a Stochastic Discount Factor Framework
15 Volatility and Correlation Timing in Active Currency Management

Part Three FX Markets and Products

16 Active Currency Management Part I: Is There a Premium for Currency Investing (Beta)
17 Active Currency Management Part II: Is There Skill or Alpha in Currency Investing?
18 Currency Hedging for International Bond and Equity Investors
19 FX Reserve Management
20 High Frequency Finance: Using Scaling Laws to Build Trading Models
21 Algorithmic Execution in Foreign Exchange
22 Foreign Exchange Strategy Based Products
23 Foreign Exchange Futures, Forwards, and Swaps
24 FX Options and Volatility Derivatives: An Overview from the Buy-Side Perspective

Part Four FX Markets and Policy

25 A Common Framework for Thinking about Currency Crises
26 Official Intervention in the Foreign Exchange Market
27 Exchange Rate Misalignment — The Case of the Chinese Renminbi
28 Choosing an Exchange Rate Regime
Index

Langue : Anglais

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque