The Foreign Exchange Market: Theory and Econometric Evidence

The Foreign Exchange Market: Theory and Econometric Evidence
ISBN-10
0521396905
ISBN-13
9780521396905
Category
Business & Economics
Pages
259
Language
English
Published
1990-10-26
Publisher
Cambridge University Press
Authors
Richard T. Baillie, Patrick C. McMahon

Description

An integrated approach to recent developments in the understanding of foreign exchange markets covers the theory of efficient markets developed in finance and the models used to explain exchange rates in macroeconomics.

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