Exchange Rate Modelling / by Ronald MacDonald, Ian Marsh.

Are foreign exchange markets efficient? Are fundamentals important for predicting exchange rate movements? What is the signal-to-ratio of high frequency exchange rate changes? Is it possible to define a measure of the equilibrium exchange rate that is useful from an assessment perspective? The book...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	MacDonald, Ronald, 1955-
Other Authors:	Marsh, Ian W., 1966-
Format:	eBook
Language:	English
Published:	Boston, MA : Springer US, 1999.
Series:	Advanced studies in theoretical and applied econometrics ; v. 37.
Subjects:	Economics. Econometrics. International economic relations. Macroeconomics.