Exchange Rate Efficiency and the Behavior of International Asset Markets (Routledge Revivals)
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A01=Kathryn Dominguez
Arbitrage Portfolio
Arbitrage Pricing Theory
asset pricing models
Author_Kathryn Dominguez
Category=KCH
Category=KCJ
Category=KCM
central bank policy
Conditional Homoskedasticity
current
EC IA
empirical analysis of currency markets
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
error
Exchange Rate
Exchange Rate Reaction
Exchange Rate Risk
Exchange Rate Sensitivity
Firm Specific Risk
flexible
forecast
Forecast Error
foreign exchange intervention
forward
Forward Rate
future
Future Monetary Policy
General Misspecification
hypothesis
IA Ti
Industry Portfolio Returns
Industry Portfolios
international finance research
joint
Joint Hypothesis
Non-diversifiable Risk
OLS Regression
rates
rational expectations
Risk Free Rate
Risk Premia Estimates
Risk Premium
Signalling Hypothesis
signalling hypothesis economics
spot
Treasury Bill Rate
TVP
Product details
- ISBN 9781138838789
- Weight: 270g
- Dimensions: 156 x 234mm
- Publication Date: 17 May 2016
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Paperback
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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.
