07302cam a2200973Ia 4500001001300000003000600013005001700019006001900036007001500055008004100070040014400111019008000255020003600335020003300371020003600404020003300440020001800473020001500491020001500506020001800521020002700539020002400566020001800590020001500608028003100623029002200654029002200676029002100698029002100719029002300740029002300763029002300786029002100809029003600830029002100866029001800887029002300905035014700928037001601075050002401091072002501115082001701140084002301157049000901180245008601189260006101275300006001336336002601396337002601422338003601448347001901484380001701503490006201520504005101582505176101633520178503394588002605179650002805205650002205233650006105255650005305316650004805369650005405417655002205471700002705493700002605520700001805546776015505564830006305719856008405782938004205866938002805908938004805936938004105984938003006025938002806055938005006083938004506133938004006178938004006218938004106258994001206299999001706311ocn812914952OCoLC20171224114059.0m     o  d        cr cnu---unuuu121015s2012    njua    ob    001 0 eng d  aN$TbengepncN$TdYDXCPdWAUdCDXdEBLCPdUIUdE7BdDG1dUMIdOCLCQdRECBKdOCLCFdDEBSZdIDEBKdMHWdUKDOCdDEBBGdOCLCQdCOOdOCLCQdAZK  a813529122a813536419a817829522a852499700a898985792a961632895a962650833  a9781118445754q(electronic bk.)  a1118445759q(electronic bk.)  a9781118445785q(electronic bk.)  a1118445783q(electronic bk.)  a9781118445778  a1118445775  a6613977535  a9786613977533  z9780470768839q(cloth)  z0470768835q(cloth)  z9781283665032  z128366503401aEB00063670bRecorded Books1 aAU@b0000502072411 aAU@b0000580626541 aCHNEWb0006096681 aCHVBKb3031627321 aDEBBGbBV0407844411 aDEBBGbBV0410514271 aDEBBGbBV0419086251 aDEBSZb4311432851 aDKDLAb820120-katalog:0006002961 aNLGGCb3520385941 aNZ1b149767581 aDEBBGbBV043395118  a(OCoLC)812914952z(OCoLC)813529122z(OCoLC)813536419z(OCoLC)817829522z(OCoLC)852499700z(OCoLC)898985792z(OCoLC)961632895z(OCoLC)962650833  a397753bMIL 4aHG3810b.H35 2012eb 7aBUSx0280002bisacsh04a332.4/56223  aMAT0290002bisacsh  aMAIN00aHandbook of exchange rates /cedited by Jessica James, Ian W. Marsh, Lucio Sarno.  aHoboken, New Jersey :bJohn Wiley & Sons, Inc.,c©2012.  a1 online resource (xxviii, 821 pages) :billustrations.  atextbtxt2rdacontent  acomputerbc2rdamedia  aonline resourcebcr2rdacarrier  adata file2rda  aBibliography1 aWiley handbooks in financial engineering and econometrics  aIncludes bibliographical references and index.0 aPart I. Overview. 1. Foreign Exchange Market Structure, Players and Evolution -- 2. Macro Approaches to Foreign Exchange Determination -- 3. Micro Approaches to Foreign Exchange Determination -- 4. The Exchange Rate in a Behavioural Finance Framework -- 5. The Evolution of Exchange Rate Regimes and Some Future Perspective -- Part II. Exchange Rate Models and Methods. 6. Purchasing Power Parity in Economic History -- 7. Purchasing Power Parity in Tradable Goods -- 8. Statistical and Economic Methods for Evaluating Exchange Rate Predictability -- 9. When Are Pooled Panel-Data Regression Forecasts of Exchange Rates More Accurate than the Time-Series Regression Forecasts? -- 10. Carry Trades and Risk -- 11. Currency Fair Value Models -- 12. Technical Analysis in the Foreign Exchange Market 13. Modeling Exchange Rates with Incomplete Information -- 14. Exchange Rates in a Stochastic Discount Factor Framework -- 15. Volatility and Correlation Timing in Active Currency Management -- Part III. FX Markets and Products. 16. Is There a Premium for Currency Investing (Beta) -- 17. Is There Skill or Alpha in Currency Investing? -- 18. Currency Hedging for International Bond and Equity Investors -- 19. FX Reserve Management -- 20. High frequency finance: Using scaling laws to build trading models -- 21. Algorithmic Execution in Foreign Exchange -- 22. Foreign Exchange Strategy Based Products -- 23. Foreign exchange futures, forwards and swaps -- 24. Options and Volatility Derivatives -- Part IV. FX Markets and Policy. 25. A Common Framework for Thinking about Currency Crises -- 26. Official Intervention in the Foreign Exchange Market -- 27. Exchange Rate Misalignment: The Case of the Chinese Renminbi -- 28. Choosing an Exchange Rate Regime.  a"Handbook of Exchange Rates is an impressive compilation of research from more than thirty-five leading researchers and experts on the topic. The book is clearly organized into five succinct sections that explore the foreign exchange (FX) market, from its background and economic foundation to current practices, obstacles, and policies in the modern foreign exchange market. Part I presents an overview of the history of the FX market and exchange rate regimes, the key instruments/players in the FX trading environment, and both macro and micro approaches to FX determination. Next, Part II focuses on forecasting exchange rates, featuring methodological contributions on the sstatistical methods for evaluating forecast performance, parity relationships, fair value models, and flow-based models. Part III treats FX as an asset class, outlining active currency management, currency hedging, hedge accounting, high frequency and algorithmic trading in FX, and FX strategy-based products. Part IV discusses products and pricing in FX, the FX options market, and volatility derivatives. Finally, the book concludes with a section on FX markets and policy, prediction and management of FX crises, FX regimes and policy; regulation in FX market that also features discussion of the effects of exchange rate regime choice on international trade. Each chapter follows the same easy-to-follow format. Following an introduction, a description of theory is presented along with key formulae. Next, the discussed theory is applied to a real data set and accompanied with illustrative descriptions. Exercises and real-world examples from the finance industry are spread throughout each chapter, and a summary provides a brief overview of main points and concepts"--cProvided by publisher.0 aPrint version record. 0aForeign exchange rates. 0aForeign exchange. 7aMATHEMATICSxProbability & StatisticsxGeneral.2bisacsh 7aBUSINESS & ECONOMICSxForeign Exchange.2bisacsh 7aForeign exchange.2fast0(OCoLC)fst00931768 7aForeign exchange rates.2fast0(OCoLC)fst00931816 4aElectronic books.1 aJames, Jessica,d1968-1 aMarsh, Ian W.,d1966-1 aSarno, Lucio.08iPrint version:tHandbook of exchange rates.dHoboken, New Jersey : John Wiley & Sons, Inc., ©2012z9780470768839w(DLC)  2011052323w(OCoLC)769989867 0aWiley handbooks in financial engineering and econometrics.40uhttp://onlinelibrary.wiley.com/book/10.1002/9781118445785zWiley Online Library  aEBL - Ebook LibrarybEBLBnEBL4035439  a123Libraryb123Ln56887  aCoutts Information ServicesbCOUTn24027580  aEBL - Ebook LibrarybEBLBnEBL918243  aebrarybEBRYnebr10612566  aEBSCOhostbEBSCn490562  aIngram Digital eBook CollectionbIDEBn397753  aRecorded Books, LLCbRECEnrbeEB00063670  aYBP Library ServicesbYANKn9805274  aYBP Library ServicesbYANKn9892656  aYBP Library ServicesbYANKn12675981  a92bDG1  c12230d12230