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The foreign exchange market : theory and econometric evidence

The foreign exchange market : theory and econometric evidence

자료유형
단행본
개인저자
Baillie, Richard (Richard T.). McMahon, Patrick C.
서명 / 저자사항
The foreign exchange market : theory and econometric evidence / Richard Baillie and Patrick C. McMahon.
발행사항
Cambridge [Cambridgeshire] ;   New York :   Cambridge University Press,   1989.  
형태사항
xiii, 259 p. : ill. ; 23 cm.
ISBN
0521307619 (hbk.) 0521396905 (pbk.)
서지주기
Includes bibliographical references and index.
일반주제명
Foreign exchange market --Econometric models.
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010 ▼a 88002820
020 ▼a 0521307619 (hbk.)
020 ▼a 0521396905 (pbk.)
035 ▼a (KERIS)REF000014640355
040 ▼a DLC ▼c DLC ▼d DLC ▼d 211009
050 0 0 ▼a HG3823 ▼b .B34 1989
082 0 0 ▼a 332.4/5 ▼2 23
084 ▼a 332.45 ▼2 DDCK
090 ▼a 332.45 ▼b B157f
100 1 ▼a Baillie, Richard ▼q (Richard T.).
245 1 4 ▼a The foreign exchange market : ▼b theory and econometric evidence / ▼c Richard Baillie and Patrick C. McMahon.
260 ▼a Cambridge [Cambridgeshire] ; ▼a New York : ▼b Cambridge University Press, ▼c 1989.
300 ▼a xiii, 259 p. : ▼b ill. ; ▼c 23 cm.
504 ▼a Includes bibliographical references and index.
650 0 ▼a Foreign exchange market ▼x Econometric models.
700 1 ▼a McMahon, Patrick C.
945 ▼a KLPA

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 332.45 B157f 등록번호 111768434 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

1. Historical development and institutions; 2. The theory of efficient markets; 3. Models of exchange rate behaviour; 4. Econometric methodology; 5. Expectation models; 6. Statistical properties of exchange rate series; 7. The forward rate as a predictor of the future spot rate; 8. Purchasing power and interest rate parity theories: empirical evidence; 9. Exchange rate forecasting and conclusions.


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