Author : Luc Bauwens
Publisher : Springer Science & Business Media
Page : 310 pages
File Size : 29,19 MB
Release : 2007-12-31
Category : Business & Economics
ISBN : 3790819921
Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of interest to graduate students, researchers, and industry professionals.
Author : Jonathan Batten
Publisher : Emerald Group Publishing
Page : 446 pages
File Size : 34,61 MB
Release : 2012-07-02
Category : Business & Economics
ISBN : 1780526172
Highlights research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. This book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, and new products and market features.
Author : United States. Congress. Joint Economic Committee. Subcommittee on Monetary and Fiscal Policy
Publisher :
Page : 92 pages
File Size : 42,18 MB
Release : 1982
Category : Credit
ISBN :
Author :
Publisher :
Page : 1342 pages
File Size : 37,96 MB
Release : 1989
Category : Economics
ISBN :
Contains section : Book reviews.
Author : Douglas Fisher
Publisher : University of Michigan Press
Page : 254 pages
File Size : 17,73 MB
Release : 1989
Category : Business & Economics
ISBN : 9780472101696
An analysis of the literature dealing with the demand for money
Author : Massimo Tivegna
Publisher : Routledge
Page : 206 pages
File Size : 44,29 MB
Release : 2017-11-30
Category : Business & Economics
ISBN : 1351152432
'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.
Author : William C. Brainard
Publisher : Brookings Institution Press
Page : 368 pages
File Size : 22,56 MB
Release : 2005-06-01
Category : Business & Economics
ISBN : 9780815705895
Topics include inflation dynamics and the distribution of income, underdiversification in 401(k) plans, gauging employment, and central bank transparency and the signal value of prices.
Author : Thomas Mayer
Publisher : Cambridge University Press
Page : 330 pages
File Size : 21,76 MB
Release : 1993-01-29
Category : Business & Economics
ISBN : 9780521446518
An analysis of the role of the Federal Reserve in monetary policy making in the United States.
Author :
Publisher :
Page : 1390 pages
File Size : 48,90 MB
Release : 1990
Category : Banks and banking
ISBN :
Author : Imad A Moosa
Publisher : World Scientific
Page : 512 pages
File Size : 47,97 MB
Release : 2009-07-15
Category : Business & Economics
ISBN : 9814468509
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.
