Author: Hali J. Edison
Publisher:
ISBN:
Category : Foreign exchange rates
Languages : en
Pages : 44
Book Description
The Reaction of Exchange Rates and Interest Rates to News Releases
Author: Hali J. Edison
Publisher:
ISBN:
Category : Foreign exchange rates
Languages : en
Pages : 44
Book Description
Publisher:
ISBN:
Category : Foreign exchange rates
Languages : en
Pages : 44
Book Description
News and Exchange Rate Dynamics
Author: Massimo Tivegna
Publisher: Routledge
ISBN: 1351152424
Category : Business & Economics
Languages : en
Pages : 289
Book Description
'News and Exchange Rate Dynamics' proposes an innovative taxonomy of news affecting exchange rates. It establishes a metrics for the impact on exchange rates movements. In doing so it provides the first results of an ongoing research activity on the economic, financial and non-financial determinants of infra daily fluctuations of exchange rates, whose ultimate goal is to explain the formation of market sentiment on one particular currency and the way it changes over time in response to the accumulation of new information. The authors provide a detailed description of the selection criteria of the news and how it impacts exchange rates.
Publisher: Routledge
ISBN: 1351152424
Category : Business & Economics
Languages : en
Pages : 289
Book Description
'News and Exchange Rate Dynamics' proposes an innovative taxonomy of news affecting exchange rates. It establishes a metrics for the impact on exchange rates movements. In doing so it provides the first results of an ongoing research activity on the economic, financial and non-financial determinants of infra daily fluctuations of exchange rates, whose ultimate goal is to explain the formation of market sentiment on one particular currency and the way it changes over time in response to the accumulation of new information. The authors provide a detailed description of the selection criteria of the news and how it impacts exchange rates.
The High-frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements
High-Frequency Trading
Author: Irene Aldridge
Publisher: John Wiley and Sons
ISBN: 0470579773
Category : Business & Economics
Languages : en
Pages : 258
Book Description
A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading. This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail. Contains the tools and techniques needed for building a high-frequency trading system Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation Written by well-known industry professional Irene Aldridge Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.
Publisher: John Wiley and Sons
ISBN: 0470579773
Category : Business & Economics
Languages : en
Pages : 258
Book Description
A hands-on guide to the fast and ever-changing world of high-frequency, algorithmic trading Financial markets are undergoing rapid innovation due to the continuing proliferation of computer power and algorithms. These developments have created a new investment discipline called high-frequency trading. This book covers all aspects of high-frequency trading, from the business case and formulation of ideas through the development of trading systems to application of capital and subsequent performance evaluation. It also includes numerous quantitative trading strategies, with market microstructure, event arbitrage, and deviations arbitrage discussed in great detail. Contains the tools and techniques needed for building a high-frequency trading system Details the post-trade analysis process, including key performance benchmarks and trade quality evaluation Written by well-known industry professional Irene Aldridge Interest in high-frequency trading has exploded over the past year. This book has what you need to gain a better understanding of how it works and what it takes to apply this approach to your trading endeavors.
Developments in Macro-Finance Yield Curve Modelling
Author: Jagjit S. Chadha
Publisher: Cambridge University Press
ISBN: 1107044553
Category : Business & Economics
Languages : en
Pages : 571
Book Description
State-of-the-art research from academics and policymakers on the role of and challenges to monetary policy during the ongoing financial crisis.
Publisher: Cambridge University Press
ISBN: 1107044553
Category : Business & Economics
Languages : en
Pages : 571
Book Description
State-of-the-art research from academics and policymakers on the role of and challenges to monetary policy during the ongoing financial crisis.
The Theory And Empirics Of Exchange Rates
Author: Imad A Moosa
Publisher: World Scientific
ISBN: 9814468509
Category : Business & Economics
Languages : en
Pages : 512
Book Description
Exchange rate economics is an important field of investigation for academics, professionals and policy-makers. This book provides a comprehensive survey of the theory of and empirical evidence on the determination and effects of exchange rates. The exposition utilizes both diagrammatic and mathematical representations of the underlying models. The book is a comprehensive reference for those engaged in this field of research.
Publisher: World Scientific
ISBN: 9814468509
Category : Business & Economics
Languages : en
Pages : 512
Book Description
Exchange rate economics is an important field of investigation for academics, professionals and policy-makers. This book provides a comprehensive survey of the theory of and empirical evidence on the determination and effects of exchange rates. The exposition utilizes both diagrammatic and mathematical representations of the underlying models. The book is a comprehensive reference for those engaged in this field of research.
Investments and Portfolio Performance
Author: Edwin J. Elton
Publisher: World Scientific
ISBN: 9814335401
Category : Business & Economics
Languages : en
Pages : 417
Book Description
This book contains the recent contributions of Edwin J. Elton and Martin J. Gruber to the field of investments. All of the articles in this book have been published in the leading finance and economic journals. Sixteen of the twenty articles have been published in the last ten years. This book supplements the earlier contributions of the editors published by MIT Press in 1999.
Publisher: World Scientific
ISBN: 9814335401
Category : Business & Economics
Languages : en
Pages : 417
Book Description
This book contains the recent contributions of Edwin J. Elton and Martin J. Gruber to the field of investments. All of the articles in this book have been published in the leading finance and economic journals. Sixteen of the twenty articles have been published in the last ten years. This book supplements the earlier contributions of the editors published by MIT Press in 1999.
Macroeconomic News and the Euro/dollar Exchange Rate
Author: Gabriele Galati
Publisher:
ISBN:
Category : Current events
Languages : en
Pages : 34
Book Description
Publisher:
ISBN:
Category : Current events
Languages : en
Pages : 34
Book Description
World Bank Economists' Forum
Author: Shantayanan Devarajan
Publisher: World Bank Publications
ISBN: 9780821348338
Category : Business & Economics
Languages : en
Pages : 260
Book Description
A collection of nine papers presented at the first World Bank economists' forum, dealing with research on operational issues in the fields of health, education, fiscal policy, labour, trade and governance.
Publisher: World Bank Publications
ISBN: 9780821348338
Category : Business & Economics
Languages : en
Pages : 260
Book Description
A collection of nine papers presented at the first World Bank economists' forum, dealing with research on operational issues in the fields of health, education, fiscal policy, labour, trade and governance.
Exchange-Rate Dynamics
Author: Martin D. D. Evans
Publisher: Princeton University Press
ISBN: 1400838843
Category : Business & Economics
Languages : en
Pages : 561
Book Description
A comprehensive and in-depth look at exchange-rate dynamics Variations in the foreign exchange market influence all aspects of the world economy, and understanding these dynamics is one of the great challenges of international economics. This book provides a new, comprehensive, and in-depth examination of the standard theories and latest research in exchange-rate economics. Covering a vast swath of theoretical and empirical work, the book explores established theories of exchange-rate determination using macroeconomic fundamentals, and presents unique microbased approaches that combine the insights of microstructure models with the macroeconomic forces driving currency trading. Macroeconomic models have long assumed that agents—households, firms, financial institutions, and central banks—all have the same information about the structure of the economy and therefore hold the same expectations and uncertainties regarding foreign currency returns. Microbased models, however, look at how heterogeneous information influences the trading decisions of agents and becomes embedded in exchange rates. Replicating key features of actual currency markets, these microbased models generate a rich array of empirical predictions concerning trading patterns and exchange-rate dynamics that are strongly supported by data. The models also show how changing macroeconomic conditions exert an influence on short-term exchange-rate dynamics via their impact on currency trading. Designed for graduate courses in international macroeconomics, international finance, and finance, and as a go-to reference for researchers in international economics, Exchange-Rate Dynamics guides readers through a range of literature on exchange-rate determination, offering fresh insights for further reading and research. Comprehensive and in-depth examination of the latest research in exchange-rate economics Outlines theoretical and empirical research across the spectrum of modeling approaches Presents new results on the importance of currency trading in exchange-rate determination Provides new perspectives on long-standing puzzles in exchange-rate economics End-of-chapter questions cement key ideas
Publisher: Princeton University Press
ISBN: 1400838843
Category : Business & Economics
Languages : en
Pages : 561
Book Description
A comprehensive and in-depth look at exchange-rate dynamics Variations in the foreign exchange market influence all aspects of the world economy, and understanding these dynamics is one of the great challenges of international economics. This book provides a new, comprehensive, and in-depth examination of the standard theories and latest research in exchange-rate economics. Covering a vast swath of theoretical and empirical work, the book explores established theories of exchange-rate determination using macroeconomic fundamentals, and presents unique microbased approaches that combine the insights of microstructure models with the macroeconomic forces driving currency trading. Macroeconomic models have long assumed that agents—households, firms, financial institutions, and central banks—all have the same information about the structure of the economy and therefore hold the same expectations and uncertainties regarding foreign currency returns. Microbased models, however, look at how heterogeneous information influences the trading decisions of agents and becomes embedded in exchange rates. Replicating key features of actual currency markets, these microbased models generate a rich array of empirical predictions concerning trading patterns and exchange-rate dynamics that are strongly supported by data. The models also show how changing macroeconomic conditions exert an influence on short-term exchange-rate dynamics via their impact on currency trading. Designed for graduate courses in international macroeconomics, international finance, and finance, and as a go-to reference for researchers in international economics, Exchange-Rate Dynamics guides readers through a range of literature on exchange-rate determination, offering fresh insights for further reading and research. Comprehensive and in-depth examination of the latest research in exchange-rate economics Outlines theoretical and empirical research across the spectrum of modeling approaches Presents new results on the importance of currency trading in exchange-rate determination Provides new perspectives on long-standing puzzles in exchange-rate economics End-of-chapter questions cement key ideas