Exchange Rate Efficiency and the Behaviour of International Asset Markets (Routledge Revivals)

ISBN-13: 9781138838789 / Angielski / Miękka / 2016 / 146 str.

Kathryn Dominguez

Opis

This book, first published in 1992, examines the subject of foreign exchange market efficiency and, in particular, the effectiveness of central bank intervention in the market. This book is ideal for students of economics.

Spis treści

Preface;  Acknowledgements;  Introduction;  Chapter 1: Are foreign exchange forecasts rational? New evidence from survey data;  Tables;  Figures;  Notes;  Chapter 2: The informational role of official foreign exchange intervention policy: the signalling hypothesis;  Tables;  Figures;  Notes;  Chapter 3: The pricing of foreign exchange risk in the stock market: a test for international economic interdependence;  Tables;  Figures;  Notes;  Appendix A;  Appendix B;  Bibliography;  Index

O autorze

Kathryn Dominguez