Exchange Rate Forecasting: Techniques and Applications

ISBN-13: 9780312228927 / Angielski / Twarda / 2000 / 424 str.

Imad A. Moosa

Opis

In this book, the author sets out to provide a concise survey of the techniques of forecasting--bringing together the various forecasting methods and applying them to the exchange rate in a highly accessible and readable manner.

Spis treści

Expectations and Forecasting: An Overview Exchange Rate Forecasting as an Input in the Decision-Making Process Univariate Time Series Techniques Multivariate Time Series Models Market-Based Forecasting: The Spot and Forward Exchange Rates Judgmental and Composite Forecasting Technical Analysis Trading Rules Recent Developments: Neural Networks and Chaos Measuring Forecasting Accuracy Selection, Implementation and Monitoring of Forecasts Case Studies Concluding Remarks References

O autorze

IMAD MOOSA is currently Professor in Economics and Finance at La Trobe University, Australia, prior to which he lectured at the University of Sheffield, UK. Before entering academia, he worked as a professional economist and investment banker for over ten years.