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The Foreign Exchange Market : Empirical Studies with High-Frequency Data. C.A.E.グッドハート他著 外国為替市場
・ISBN 978-0-333-63083-9 hard on demand EUR 99.99
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| 著者・編者 | Goodhart, Charles A. E. / Payne, R., |
|---|---|
| 出版社 | (Palgrave Macmillan, UK) |
| 出版年月 | 2000 |
| ページ数 | 562 pp. |
| 言語 | ENG |
| ニュース番号 | ＜467-388 470-279＞ |
解説
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.