Skip to main content alibris logo
The Foreign Exchange Market: Empirical Studies with High-Frequency Data - Goodhart, C (Editor), and Payne, R (Editor)
Filter Results
Shipping
Item Condition
Seller Rating
Other Options
Change Currency

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 ...

loading
The Foreign Exchange Market: Empirical Studies with High-Frequency Data 2000, Palgrave MacMillan, London

ISBN-13: 9780333630839

2000 edition

Hardcover