The Foreign Exchange Market

Empirical Studies with High-Frequency Data

R Payne editor C Goodhart editor

Format:Hardback

Publisher:Palgrave Macmillan

Should be back in stock very soon

The Foreign Exchange Market cover

Charles Goodhart has written a graduate monetary textbook, "Money, Information and Uncertainty". He has also published two collections of papers on monetary policy, "Monetary Theory and Practice" (1984), "The Central Bank and The Financial System" (1995), and an institutional study of "The Evolution of Central Banks (1988).

This book brings together a number of research studies, all of which examine the behaviour of foreign exchange rates.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.

ISBN: 9780333630839

Dimensions: unknown

Weight: unknown

562 pages